Columbia Funds Series Trust I date 2023-11-30

Filling information for fund Columbia Funds Series Trust I as Treemap, fund includes 1498 total holdings based on latest SEC fillings.

Product name

Product description

Changed holding value / amount

Details
Symbol Cusip Name Amount Value Title Of Class Pay of profile
007036SH0 007036SH0 ADJUSTABLE RATE MORTGAGE TRUST ARMT_05-9 66832.88 65562.58 CORP Long
00737WAA7 00737WAA7 ADTALEM GLOBAL EDUCATION INC 103000.0 97156.73 CORP Long
00774CAB3 00774CAB3 AECOM 540000.0 525407.43 CORP Long
00774MAW5 00774MAW5 AERCAP IRELAND CAPITAL DAC 250000.0 220503.09 CORP Long
00774MAX3 00774MAX3 AERCAP IRELAND CAPITAL DAC 344000.0 285315.64 CORP Long
00790RAB0 00790RAB0 ADVANCED DRAINAGE SYSTEMS INC 70000.0 68790.12 CORP Long
008911BF5 008911BF5 AIR CANADA 210000.0 224235.76 CORP Long
00912XBA1 00912XBA1 AIR LEASE CORPORATION 160000.0 154445.26 CORP Long
00973RAF0 00973RAF0 AKER BP ASA 430000.0 382146.9 CORP Long
013CVR022 013CVR022 ALBIREO PHARMA INC 37853.0 87368.51 CORP Long
01627AAA6 01627AAA6 ALIGNED DATA CENTERS ISSUER LLC ADC_21-1A 388000.0 341362.75 CORP Long
01741RAN2 01741RAN2 ATI INC 92000.0 92980.27 CORP Long
01750TAG1 01750TAG1 ALLEGRO CLO XII ALLEG_20-1A 250000.0 247469.25 CORP Long
01882YAD8 01882YAD8 ALLIANT ENERGY FINANCE LLC 305000.0 259740.87 CORP Long
019736AG2 019736AG2 ALLISON TRANSMISSION INC 100000.0 83609.6 CORP Long
01F0206C8 01F0206C8 UMBS 1700000.0 1320023.43 USGA Long
01F0226C4 01F0226C4 UMBS 1600000.0 1295250.0 USGA Long
01F0306C7 01F0306C7 UMBS 1725000.0 1453739.82 USGA Long
01F0406C6 01F0406C6 UMBS 1925000.0 1747501.47 USGA Long
01F0426C2 01F0426C2 UMBS 2800000.0 2621593.46 USGA Long
01F0506C5 01F0506C5 UMBS 2025000.0 1948581.34 USGA Long
042859AA6 042859AA6 ARROYO MORTGAGE TRUST ARRW_19-1 53434.98 48732.69 CORP Long
04545EAA1 04545EAA1 ASSET BACKED FUNDING CERTIFICATES ABFC_07-WMC1 617007.39 419149.22 CORP Long
04685A3C3 04685A3C3 ATHENE GLOBAL FUNDING 395000.0 330350.92 CORP Long
04685A3L3 04685A3L3 ATHENE GLOBAL FUNDING 95000.0 85843.65 CORP Long
05401AAF8 05401AAF8 AVOLON HOLDINGS FUNDING LTD 45000.0 44258.62 CORP Long
05401AAH4 05401AAH4 AVOLON HOLDINGS FUNDING LTD 195000.0 186395.3 CORP Long
05401AAR2 05401AAR2 AVOLON HOLDINGS FUNDING LTD 399000.0 345339.71 CORP Long
05491YAA8 05491YAA8 BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-PARK 95000.0 85264.89 CORP Long
05493AAA8 05493AAA8 BFLD TRUST BFLD_20-EYP 480000.0 362400.24 CORP Long
05493JAA9 05493JAA9 BDS_21-FL8 281292.67 279159.52 CORP Long
05526DBF1 05526DBF1 BAT CAPITAL CORP 200000.0 146446.46 CORP Long
05526DBV6 05526DBV6 BAT CAPITAL CORP 140000.0 120389.85 CORP Long
05554BAA2 05554BAA2 BFLD TRUST BFLD_21-FPM 288000.0 278945.16 CORP Long
12566LAB0 12566LAB0 CIM TRUST CIM_21-R3 388519.22 336497.12 CORP Long
12570GAB5 12570GAB5 CIM TRUST CIM_23-R3 605887.19 548542.69 CORP Long
12591UAG8 12591UAG8 COMM MORTGAGE TRUST COMM_14-UBS2 1653889.42 40.19 CORP Long
12593CAR2 12593CAR2 CPPIB CAPITAL INC 155000.0 99270.26 NUSS Long
12598EAC6 12598EAC6 COMM MORTGAGE TRUST COMM_20-SBX 11501000.0 116584.49 CORP Long
12624PAF2 12624PAF2 COMM MORTGAGE TRUST COMM_12-CR3 8961.14 0.2 CORP Long
12624QAS2 12624QAS2 COMM MORTGAGE TRUST COMM_12-CR4 672393.45 19.43 CORP Long
126307AS6 126307AS6 CSC HOLDINGS LLC 275000.0 235126.38 CORP Long
126307AY3 126307AY3 CSC HOLDINGS LLC 80000.0 54722.13 CORP Long
126307AZ0 126307AZ0 CSC HOLDINGS LLC 149000.0 126307.84 CORP Long
126307BD8 126307BD8 CSC HOLDINGS LLC 55000.0 30371.84 CORP Long
13782CAA8 13782CAA8 CANO HEALTH LLC 55000.0 3846.29 CORP Long
14040HCH6 14040HCH6 CAPITAL ONE FIN CORP 215000.0 188574.97 CORP Long
143658BN1 143658BN1 CARNIVAL CORP 335000.0 318091.09 CORP Long
143658BV3 143658BV3 CARNIVAL CORP 280000.0 394380.0 CORP Long
144527AC2 144527AC2 CARRINGTON MORTGAGE LOAN TRUST CARR_07-FRE1 674084.13 602974.52 CORP Long
14686RAF9 14686RAF9 CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N3 2000.0 450000.0 CORP Long
14879EAK4 14879EAK4 CATALENT PHARMA SOLUTIONS INC 302000.0 252611.52 CORP Long
15032FAE6 15032FAE6 CEDAR FUNDING V CLO LTD CEDF_7-E 500000.0 494587.5 CORP Long
151290BZ5 151290BZ5 CEMEX SAB DE CV 505000.0 426967.15 CORP Long
15135BAR2 15135BAR2 CENTENE CORP 115000.0 108504.9 CORP Long
15135BAT8 15135BAT8 CENTENE CORP 55000.0 51086.66 CORP Long
15135BAV3 15135BAV3 CENTENE CORP 650000.0 561663.21 CORP Long
15135BAW1 15135BAW1 CENTENE CORP 585000.0 486768.53 CORP Long
15135BAX9 15135BAX9 CENTENE CORP 445000.0 355268.34 CORP Long
15135BAY7 15135BAY7 CENTENE CORP 447000.0 387346.46 CORP Long
15135UAF6 15135UAF6 CENOVUS ENERGY INC 728000.0 753612.87 CORP Long
15135UAP4 15135UAP4 CENOVUS ENERGY INC 25000.0 22764.13 CORP Long
15135UAR0 15135UAR0 CENOVUS ENERGY INC 105000.0 93808.51 CORP Long
15135UAT6 15135UAT6 CENOVUS ENERGY INC (PRE-MERGER) 115000.0 79966.7 CORP Long
15189TBC0 15189TBC0 CENTERPOINT ENERGY INC 390000.0 386804.12 CORP Long
152314MH0 152314MH0 CENTEX HOME EQUITY CXHE_05-A 170863.32 168989.29 CORP Long
152314PQ7 152314PQ7 CENTEX HOME EQUITY CXHE_05-D 89575.86 89502.7 CORP Long
153527AN6 153527AN6 CENTRAL GARDEN & PET CO 111000.0 95219.22 CORP Long
225401AP3 225401AP3 UBS GROUP AG 375000.0 336605.8 CORP Long
3132DPD70 3132DPD70 FEDERAL HOME LOAN MORTGAGE CORPORATION 166523.45 164727.92 USGA Long
3132DQXA9 3132DQXA9 FEDERAL HOME LOAN MORTGAGE CORPORATION 263934.85 260476.22 USGA Long
3132DVMN2 3132DVMN2 FEDERAL HOME LOAN MORTGAGE CORPORATION 1317719.73 1308627.17 USGA Long
3132DWDH3 3132DWDH3 FEDERAL HOME LOAN MORTGAGE CORPORATION 1109724.41 862337.75 USGA Long
3132DWDQ3 3132DWDQ3 FEDERAL HOME LOAN MORTGAGE CORPORATION 373906.73 290794.54 USGA Long
3132DWDR1 3132DWDR1 FEDERAL HOME LOAN MORTGAGE CORPORATION 1390471.25 1127621.71 USGA Long
3132DWDS9 3132DWDS9 FEDERAL HOME LOAN MORTGAGE CORPORATION 760860.85 642157.75 USGA Long
3132DWE33 3132DWE33 FEDERAL HOME LOAN MORTGAGE CORPORATION 1255511.92 1059068.06 USGA Long
3132DWE58 3132DWE58 FEDERAL HOME LOAN MORTGAGE CORPORATION 472360.09 428972.82 USGA Long
3132DWHZ9 3132DWHZ9 FEDERAL HOME LOAN MORTGAGE CORPORATION 1588067.65 1528445.76 USGA Long
3132DWJL8 3132DWJL8 FEDERAL HOME LOAN MORTGAGE CORPORATION 1774278.58 1748755.21 USGA Long
058498AV8 058498AV8 BALL CORP 86000.0 84404.8 CORP Long
058498AW6 058498AW6 BALL CORP 945000.0 782501.9 CORP Long
058498AY2 058498AY2 BALL CORP 365000.0 373303.35 CORP Long
05946XSG9 05946XSG9 BANK OF AMERICA FUNDING CORPORATION BAFC_05-B 80934.91 79983.03 CORP Long
3132DWJR5 3132DWJR5 FEDERAL HOME LOAN MORTGAGE CORPORATION 1765389.74 1739743.91 USGA Long
3133C6EW5 3133C6EW5 FEDERAL HOME LOAN MORTGAGE CORPORATION 802460.42 773265.97 USGA Long
05969KBB8 05969KBB8 BAFC_14-R6 472227.24 462924.41 CORP Long
060505GB4 060505GB4 BANK OF AMERICA CORP 80000.0 69169.27 CORP Long
06051GGT0 06051GGT0 BANK OF AMERICA CORP 345000.0 336317.08 CORP Long
06051GJL4 06051GJL4 BANK OF AMERICA CORP 765000.0 598467.64 CORP Long
06051GJT7 06051GJT7 BANK OF AMERICA CORP 900000.0 731655.41 CORP Long
06051GJZ3 06051GJZ3 BANK OF AMERICA CORP 50000.0 42964.73 CORP Long
06051GKJ7 06051GKJ7 BANK OF AMERICA CORP 110000.0 100221.46 CORP Long
06368D8W7 06368D8W7 BANK OF MONTREAL 300000.0 214722.81 CORP Long
0641598S8 0641598S8 BANK OF NOVA SCOTIA 215000.0 216458.04 CORP Long
07274NAJ2 07274NAJ2 BAYER US FINANCE II LLC 100000.0 96387.37 CORP Long
07274NAL7 07274NAL7 BAYER US FINANCE II LLC 289000.0 267989.12 CORP Long
07274NAN3 07274NAN3 BAYER US FINANCE II LLC 520000.0 428675.21 CORP Long
072863AE3 072863AE3 BAYLOR SCOTT & WHITE HOLDINGS 500000.0 459747.12 CORP Long
07400HAA1 07400HAA1 BEAR STEARNS MORTGAGE FUNDING TR 265417.22 216609.06 CORP Long
07401JAA6 07401JAA6 BEAR STEARNS MORTGAGE FUNDING TR 375834.95 344968.41 CORP Long
07401VAP6 07401VAP6 BSMF_07-AR3 286361.45 243489.56 CORP Long
000000000 000000000 Goldman Sachs 1.0 3598.35 CORP N/A
000000000 000000000 Goldman Sachs 11849750.0 -600.67 CORP N/A
000000000 000000000 Goldman Sachs -929238.89 -1775.79 CORP N/A
000000000 000000000 Goldman Sachs 5833250.55 3880.1 CORP N/A
000000000 000000000 Goldman Sachs -5224131.76 -64413.08 CORP N/A
000000000 000000000 Goldman Sachs 182058.8 -4657.46 CORP N/A
07586PAA9 07586PAA9 BECLE SAB DE CV 205000.0 158367.72 CORP Long
08576PAK7 08576PAK7 BERRY GLOBAL INC 360000.0 354747.32 CORP Long
085770AA3 085770AA3 BERRY GLOBAL INC 51000.0 49502.43 CORP Long
12560YAA0 12560YAA0 CIM TRUST CIM_20-R6 774475.84 632392.36 CORP Long
000000000 000000000 Goldman Sachs -86932268.0 2460.99 CORP N/A
000000000 000000000 Goldman Sachs -9841938.01 -7208.54 CORP N/A
161175BL7 161175BL7 CHARTER COMMUNICATIONS OPERATING 65000.0 52528.74 CORP Long
161175BN3 161175BN3 CHARTER COMMUNICATIONS OPERATING 320000.0 269886.2 CORP Long
000000000 000000000 Goldman Sachs 428848.53 19362.29 CORP N/A
000000000 000000000 Goldman Sachs 640337.68 -3211.12 CORP N/A
161175BS2 161175BS2 CHARTER COMMUNICATIONS OPERATING 690000.0 534683.26 CORP Long
161175BU7 161175BU7 CHARTER COMMUNICATIONS OPERATING 50000.0 40644.34 CORP Long
000000000 000000000 Goldman Sachs 1077500.0 25282.82 CORP N/A
000000000 000000000 Goldman Sachs 29020004.0 1122.89 CORP N/A
161175BX1 161175BX1 CHARTER COMMUNICATIONS OPERATING 20000.0 15300.57 CORP Long
161175CK8 161175CK8 CHARTER COMMUNICATIONS OPERATING 430000.0 343227.94 CORP Long
000000000 000000000 Goldman Sachs 9932908.13 14519.28 CORP N/A
000000000 000000000 Goldman Sachs 652994.63 17009.85 CORP N/A
16411QAK7 16411QAK7 CHENIERE ENERGY PARTNERS LP 735000.0 647365.54 CORP Long
17291NAA9 17291NAA9 CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT 135000.0 133643.19 CORP Long
000000000 000000000 Goldman Sachs 8.0 53833.03 CORP N/A
000000000 000000000 Morgan Stanley 4.0 27307.09 CORP N/A
000000000 000000000 Goldman Sachs 2.0 1984.2 CORP N/A
000000000 000000000 Morgan Stanley -15.0 -12554.45 CORP N/A
172967MS7 172967MS7 CITIGROUP INC 540000.0 446040.96 CORP Long
172967NE7 172967NE7 CITIGROUP INC 420000.0 332574.95 CORP Long
000000000 000000000 Goldman Sachs -1.0 -1251.65 CORP N/A
000000000 000000000 Goldman Sachs 1.0 2753.49 CORP N/A
000000000 000000000 Morgan Stanley 5.0 -9458.08 CORP N/A
000000000 000000000 Goldman Sachs -1.0 -2139.51 CORP N/A
000000000 000000000 Goldman Sachs -1.0 -2307.51 CORP N/A
000000000 000000000 JPMorgan 12500000.0 10336.51 CORP N/A
172CVR011 172CVR011 CINCOR PHARMA INC 44405.0 146216.78 CORP Long
17307G6K9 17307G6K9 CITIGROUP MORTGAGE LOAN TRUST CMLTI_06-AR2 226835.4 172718.94 CORP Long
17308CC53 17308CC53 CITIGROUP INC 100000.0 86422.58 CORP Long
17309QAF1 17309QAF1 CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_06-WFH3 203846.68 201636.31 CORP Long
000000000 000000000 JPMorgan 200000.0 337.84 CORP N/A
000000000 000000000 JPMorgan 800000.0 1438.1 CORP N/A
17327CAQ6 17327CAQ6 CITIGROUP INC 245000.0 200929.73 CORP Long
17888HAB9 17888HAB9 CIVITAS RESOURCES INC 395000.0 409321.92 CORP Long
000000000 000000000 JPMorgan 300000.0 934.55 CORP N/A
000000000 000000000 JPMorgan 4587844.0 -135.79 CORP N/A
18538RAJ2 18538RAJ2 CLEARWATER PAPER CORP 100000.0 89542.2 CORP Long
185899AN1 185899AN1 CLEVELAND-CLIFFS INC 1045000.0 1017146.47 CORP Long
18972EAA3 18972EAA3 CLYDESDALE ACQUISITION HOLDINGS INC 94000.0 90419.06 CORP Long
19240CAE3 19240CAE3 COGENT COMMUNICATIONS GROUP INC 90000.0 89064.49 CORP Long
195325DP7 195325DP7 COLOMBIA (REPUBLIC OF) 200000.0 179653.6 NUSS Long
195325DS1 195325DS1 COLOMBIA (REPUBLIC OF) 580000.0 447895.81 NUSS Long
000000000 000000000 JPMorgan 7912156.0 -392.72 CORP N/A
000000000 000000000 JPMorgan 600000.0 -300.04 CORP N/A
207932AA2 207932AA2 CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R01 112927.28 114654.79 CORP Long
20846QHZ4 20846QHZ4 CONSECO FINANCE SECURITIZATIONS CORP CNF_01-4 315541.97 308954.97 CORP Long
000000000 000000000 JPMorgan 6800000.0 66574.15 CORP N/A
000000000 000000000 JPMorgan 200000.0 129.21 CORP N/A
212015AT8 212015AT8 CONTINENTAL RESOURCES INC 481000.0 466887.18 CORP Long
212015AV3 212015AV3 CONTINENTAL RESOURCES INC 713000.0 558685.59 CORP Long
000000000 000000000 JPMorgan 6600000.0 -8416.11 CORP N/A
000000000 000000000 JPMorgan 3500000.0 26446.24 CORP N/A
000000000 000000000 JPMorgan 3700000.0 -25013.25 CORP N/A
000000000 000000000 JPMorgan 2625000.0 18469.2 CORP N/A
21872FAB3 21872FAB3 COLONY AMERICAN FINANCE LTD CAFL_19-1 5248.53 9.51 CORP Long
21872NAC4 21872NAC4 COLONY AMERICAN FINANCE LTD CAFL_19-3 158598.22 3027.39 CORP Long
21872UAC8 21872UAC8 COLONY AMERICAN FINANCE LTD CAFL_20-1 265000.0 233602.56 CORP Long
21872UAE4 21872UAE4 COLONY AMERICAN FINANCE LTD CAFL_20-1 542302.54 26506.18 CORP Long
000000000 000000000 JPMorgan 1000000.0 -909.47 CORP N/A
000000000 000000000 JPMorgan 8000000.0 131013.07 CORP N/A
21H0426C8 21H0426C8 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 950000.0 898375.46 USGA Long
21H0506C1 21H0506C1 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2125000.0 2064044.67 USGA Long
000000000 000000000 JPMorgan 5126639.57 -102445.85 CORP N/A
000000000 000000000 JPMorgan 4000000.0 -127076.72 CORP N/A
21H0526C7 21H0526C7 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 1325000.0 1315248.42 USGA Long
225401AM0 225401AM0 UBS GROUP AG 180000.0 175001.5 CORP Long
000000000 000000000 JPMorgan 4000000.0 -77913.87 CORP N/A
000000000 000000000 JPMorgan 3600000.0 -30539.23 CORP N/A
000000000 000000000 JPMorgan -1544100708.0 8670.72 CORP N/A
000000000 000000000 JPMorgan 57910.41 353.83 CORP N/A
237266AJ0 237266AJ0 DARLING INGREDIENTS INC 555000.0 536062.4 CORP Long
23802WAL5 23802WAL5 DATABANK ISSUER LLC COLO_23-1 130000.0 122867.49 CORP Long
000000000 000000000 JPMorgan -26463448.19 -10995.78 CORP N/A
000000000 000000000 JPMorgan 3375000.0 -42575.38 CORP N/A
000000000 000000000 JPMorgan -1.0 624.39 CORP N/A
000000000 000000000 JPMorgan 3.0 -5633.83 CORP N/A
243127YG6 243127YG6 DECATUR ILL 5000.0 4889.49 MUN Long
24500EAJ3 24500EAJ3 DAFC_17-AMO 420000.0 334712.15 CORP Long
000000000 000000000 JPMorgan 2.0 -3061.47 CORP N/A
000000000 000000000 Morgan Stanley -6.0 26542.14 CORP N/A
24703TAK2 24703TAK2 DELL INTERNATIONAL LLC 275000.0 339040.59 CORP Long
247361ZU5 247361ZU5 DELTA AIR LINES INC 105000.0 101642.91 CORP Long
000000000 000000000 Morgan Stanley -2.0 1821.79 CORP N/A
000000000 000000000 JPMorgan -21.0 52.7 CORP N/A
000000000 000000000 Morgan Stanley -14.0 -44197.85 CORP N/A
000000000 000000000 JPMorgan 11.0 924.27 CORP N/A
3133KPUH9 3133KPUH9 FEDERAL HOME LOAN MORTGAGE CORPORATION 322739.7 302395.82 USGA Long
3136ABG64 3136ABG64 FANNIE MAE FNMA_13-5 220922.25 207710.79 USGA Long
000000000 000000000 Morgan Stanley 3.0 657.58 CORP N/A
000000000 000000000 Morgan Stanley 3.0 -417.71 CORP N/A
000000000 000000000 JPMorgan 9.0 3704.7 CORP N/A
000000000 000000000 Morgan Stanley -20.0 117535.56 CORP N/A
3136ARP44 3136ARP44 FANNIE MAE ACES FNMA_16-M4 316761.05 4322.05 USGA Long
3136AT5H3 3136AT5H3 FANNIEMAE-ACES FNMA_16-M11 434865.38 6506.15 USGA Long
000000000 000000000 Morgan Stanley 420251.89 2068.33 CORP N/A
000000000 000000000 Morgan Stanley -1377325.59 1470.98 CORP N/A
247361ZW1 247361ZW1 DELTA AIR LINES INC 87470.82 76255.6 CORP Long
247361ZZ4 247361ZZ4 DELTA AIR LINES INC 80000.0 81918.61 CORP Long
000000000 000000000 Morgan Stanley -411371.09 1400.33 CORP N/A
000000000 000000000 Morgan Stanley -1697836.78 -7727.8 CORP N/A
24906PAA7 24906PAA7 DENTSPLY SIRONA INC 165000.0 141469.28 CORP Long
25461LAA0 25461LAA0 DIRECTV FINANCING LLC 150000.0 134831.54 CORP Long
000000000 000000000 Morgan Stanley 7024513.77 -12745.3 CORP N/A
000000000 000000000 Morgan Stanley -2974317.42 -77356.25 CORP N/A
3136B7HP9 3136B7HP9 FANNIEMAE-ACES FNMA_19-M29 4300000.0 118360.94 USGA Long
3137BDCY0 3137BDCY0 FHLMC MULTIFAMILY STRUCTURED PAS 1520000.0 32160.92 USGA Long
000000000 000000000 Morgan Stanley -29071043.0 1011.08 CORP N/A
000000000 000000000 Morgan Stanley -9652031.25 1532.22 CORP N/A
000000000 000000000 Morgan Stanley 373524.25 8948.46 CORP N/A
000000000 000000000 Morgan Stanley -736541.94 2739.94 CORP N/A
25714PED6 25714PED6 DOMINICAN REPUBLIC (GOVERNMENT) 200000.0 176840.71 NUSS Long
25755TAE0 25755TAE0 DPABS_15-1A 139500.0 134866.93 CORP Long
29273VAJ9 29273VAJ9 ENERGY TRANSFER LP 336000.0 272295.67 CORP Long
29273VAU4 29273VAU4 ENERGY TRANSFER LP 20000.0 20943.8 CORP Long
3137BGK40 3137BGK40 FHLMC MULTIFAMILY STRUCTURED PAS 3951044.0 68157.09 USGA Long
3137BM7E0 3137BM7E0 FREDDIE MAC FHLMC_K051 2100000.0 59204.88 USGA Long
000000000 000000000 Morgan Stanley -17632.0 -434.35 CORP N/A
000000000 000000000 Morgan Stanley -20.0 -99883.66 CORP N/A
29429CAJ4 29429CAJ4 CITIGROUP COMMERCIAL MORTGAGE TR 8716263.57 213091.73 CORP Long
29977LAA9 29977LAA9 SK INVICTUS INTERMEDIATE II SARL 212000.0 172171.11 CORP Long
3137BRQL2 3137BRQL2 FHLMC MULTIFAMILY STRUCTURED PAS 5112924.05 119614.3 USGA Long
3137BS5P4 3137BS5P4 FREDDIE MAC FHLMC_KS06 2594445.35 45380.74 USGA Long
000000000 000000000 Goldman Sachs 1.0 1353.92 CORP N/A
000000000 000000000 JPMorgan -34.0 -124032.34 CORP N/A
30034TAA1 30034TAA1 EVERI HOLDINGS INC 195000.0 171114.47 CORP Long
30216JAC9 30216JAC9 EXPORT-IMPORT BANK OF INDIA 200000.0 188173.5 NUSS Long
000000000 000000000 Morgan Stanley -18.0 -56050.27 CORP N/A
000000000 000000000 JPMorgan 15.0 -16970.5 CORP N/A
30225VAF4 30225VAF4 Extra SpStrg 35000.0 27952.01 CORP Long
30225VAG2 30225VAG2 Extra SpStrg 170000.0 131825.43 CORP Long
000000000 000000000 JPMorgan 5.0 -3998.5 CORP N/A
000000000 000000000 Morgan Stanley 18.0 -32129.39 CORP N/A
3137BTAF8 3137BTAF8 FHLMC MULTIFAMILY STRUCTURED PA 1350000.0 67145.49 USGA Long
31418EV80 31418EV80 FEDERAL NATIONAL MORTGAGE ASSOCIATION 1763400.49 1737783.71 USGA Long
30225VAQ0 30225VAQ0 Extra SpStrg 30000.0 23628.76 CORP Long
30314GAA0 30314GAA0 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_19-KF71 283884.57 259105.9 USGA Long
000000000 000000000 JPMorgan 2.0 -54.4 CORP N/A
000000000 000000000 JPMorgan 14.0 -1705.8 CORP N/A
000000000 000000000 JPMorgan 9.0 -10861.4 CORP N/A
000000000 000000000 Morgan Stanley 59.0 -94471.85 CORP N/A
30958QAA9 30958QAA9 FARMERS EXCHANGE CAPITAL III 300000.0 247150.99 CORP Long
3132DN5A7 3132DN5A7 FEDERAL HOME LOAN MORTGAGE CORPORATION 186777.46 180818.95 USGA Long
315289AA6 315289AA6 FERRELLGAS LP 185000.0 176764.0 CORP Long
31556TAC3 31556TAC3 FERTITTA ENTERTAINMENT LLC 315000.0 265803.23 CORP Long
000000000 000000000 JPMorgan 3.0 -2224.2 CORP N/A
000000000 000000000 JPMorgan 2.0 622.8 CORP N/A
3132DNW82 3132DNW82 FEDERAL HOME LOAN MORTGAGE CORPORATION 125013.35 121274.65 USGA Long
3132DPAE8 3132DPAE8 FEDERAL HOME LOAN MORTGAGE CORPORATION 99892.44 96616.06 USGA Long
000000000 000000000 JPMorgan 1.0 -237.4 CORP N/A
000000000 000000000 Goldman Sachs 49.0 5416.56 CORP N/A
32113JCG8 32113JCG8 FIRST NLC TRUST FNLC_05-4 244436.1 233356.35 CORP Long
33767BAD1 33767BAD1 FIRSTENERGY TRANSMISSION LLC 229000.0 202586.7 CORP Long
000000000 000000000 Morgan Stanley 49.0 27235.05 CORP N/A
000000000 000000000 JPMorgan -2.0 -419.56 CORP N/A
33767JAA0 33767JAA0 FIRSTKEY HOMES FKH_20-SFR2 215819.5 197190.09 CORP Long
337932AC1 337932AC1 FIRSTENERGY CORP 580000.0 672447.43 CORP Long
320276AF5 320276AF5 FFML_06-FF9 1200000.0 1014759.96 CORP Long
32051GTX3 32051GTX3 FIRST HORIZON MORTGAGE PASS THROUGH TRUST FHASI_05-AR4 118911.04 109139.78 CORP Long
000000000 000000000 Morgan Stanley 7.0 -9581.79 CORP N/A
000000000 000000000 Morgan Stanley 11.0 9535.13 CORP N/A
337932AH0 337932AH0 FIRSTENERGY CORP 300000.0 285574.96 CORP Long
33851PAE5 33851PAE5 FLAGSTAR MORTGAGE TRUST FSMT_21-5INV 1134729.35 961580.09 CORP Long
38380WUG2 38380WUG2 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63 736583.9 117110.28 USGA Long
38381CAE2 38381CAE2 SHARJAH EMIRATE OF 200000.0 202295.8 NUSS Long
000000000 000000000 Morgan Stanley 14.0 -13149.35 CORP N/A
000000000 000000000 Citi 226.0 126580.08 CORP N/A
000000000 000000000 Goldman Sachs -3.0 -1191.0 CORP N/A
000000000 000000000 JPMorgan -95.0 -62861.09 CORP N/A
38406JAE8 38406JAE8 GRACECHURCH MORTGAGE FINANCE PLC GRACE_20-GRCE 500000.0 384548.3 CORP Long
38869AAA5 38869AAA5 GRAPHIC PACKAGING INTERNATIONAL LLC 93000.0 88281.89 CORP Long
000000000 000000000 JPMorgan 1.0 62.63 CORP N/A
000000000 000000000 Goldman Sachs -1.0 70.9 CORP N/A
393505QZ8 393505QZ8 GREEN TREE FINANCIAL CORPORATI G 29587.68 29549.93 CORP Long
39530LAD2 39530LAD2 GREENKO DUTCH BV 185000.0 168940.5 NUSS Long
341271AF1 341271AF1 STATE BOARD OF ADMINISTRATION FINANCE CORP 312000.0 257164.6 MUN Long
34157XBE6 34157XBE6 FLORIDA STATE BOARD OF GOVERNORS 12000.0 12536.18 MUN Long
000000000 000000000 JPMorgan -22.0 -2360.9 CORP N/A
000000000 000000000 Morgan Stanley -25.0 -20592.27 CORP N/A
36170JAC0 36170JAC0 GGAM FINANCE LTD 255000.0 257225.88 CORP Long
361841AH2 361841AH2 GLP CAPITAL LP 195000.0 190916.49 CORP Long
000000000 000000000 JPMorgan -2.0 -941.9 CORP N/A
000000000 000000000 JPMorgan -11.0 -9174.2 CORP N/A
000000000 000000000 Citi -49.0 -81772.47 CORP N/A
000000000 000000000 Goldman Sachs -4.0 -2652.64 CORP N/A
39530VAA6 39530VAA6 GREENKO SOLAR MAURITIUS LTD 200000.0 195029.77 NUSS Long
39531JAA2 39531JAA2 GREENKO WIND PROJECTS (MAURITIUS) LTD 405000.0 391365.33 NUSS Long
000000000 000000000 Morgan Stanley -32.0 -55179.99 CORP N/A
X7360WBP6 X7360WBP6 ROMANIA (REPUBLIC OF) 200000.0 162566.93 NUSS Long
361841AK5 361841AK5 GLP CAPITAL LP 80000.0 78937.31 CORP Long
361841AL3 361841AL3 GLP CAPITAL LP 130000.0 124256.63 CORP Long
000000000 000000000 JPMorgan -1.0 -3663.93 CORP N/A
000000000 000000000 Morgan Stanley 1.0 -69.37 CORP N/A
39807UAD8 39807UAD8 GREYSTAR REAL ESTATE PARTNERS LLC 87000.0 88502.39 CORP Long
39843UAA0 39843UAA0 GRIFOLS SA 285000.0 251979.03 CORP Long
361841AP4 361841AP4 GLP CAPITAL LP 20000.0 17553.65 CORP Long
361841AQ2 361841AQ2 GLP CAPITAL LP 105000.0 89767.76 CORP Long
000000000 000000000 Goldman Sachs -1.0 -2945.91 CORP N/A
000000000 000000000 Goldman Sachs -1.0 -2924.91 CORP N/A
404119BV0 404119BV0 HCA-THE HEALTHCARE CO 84000.0 75517.45 CORP Long
404119BX6 404119BX6 HCA-THE HEALTHCARE CO 575000.0 533155.5 CORP Long
000000000 000000000 JPMorgan -2.0 -9.68 CORP N/A
000000000 000000000 Morgan Stanley -46.0 155.15 CORP N/A
000000000 000000000 JPMorgan -5.0 -2937.03 CORP N/A
000000000 000000000 Morgan Stanley -132.0 -185469.72 CORP N/A
000000000 000000000 JPMorgan -5.0 -14102.12 CORP N/A
000000000 000000000 Morgan Stanley -8.0 -37581.86 CORP N/A
36185MDN9 36185MDN9 GMACM_06-AR1 411185.78 310595.8 CORP Long
3622MHAA4 3622MHAA4 GSAMP TRUST GSAMP_07-FM2 754785.13 431042.77 CORP Long
000000000 000000000 JPMorgan -61.0 1329.31 CORP N/A
000000000 000000000 Morgan Stanley -70.0 3150.6 CORP N/A
362334FT6 362334FT6 FIRST FRANKLIN MORTGAGE LOAN ASSET BACKED CERTIFICATES FFML_06-F 73491.87 72668.49 CORP Long
362341L56 362341L56 GSAMP TRUST GSAMP_05-WMC3 739519.17 712280.31 CORP Long
000000000 000000000 Morgan Stanley -153.0 -4579.11 CORP N/A
36245EAE8 36245EAE8 GSAMP TRUST GSAMP_06-HE7 62778.08 62034.9 CORP Long
36258PAC1 36258PAC1 GS MORTGAGE SECURITIES TRUST GSMS_20-UPTN 1750000.0 5542.78 CORP Long
36260AAG1 36260AAG1 GS MORTGAGE_BACKED SECURITIES GSMBS_20-RPL1 800000.0 608605.04 CORP Long
36264PAD1 36264PAD1 GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ4 642369.08 486544.41 CORP Long
36321PAD2 36321PAD2 GALAXY PIPELINE ASSETS BIDCO LTD 169888.0 143842.87 CORP Long
404119BZ1 404119BZ1 HCA-THE HEALTHCARE CO 230000.0 199766.47 CORP Long
404119CA5 404119CA5 HCA-THE HEALTHCARE CO 1324000.0 1164630.44 CORP Long
404119CQ0 404119CQ0 HCA-THE HEALTHCARE CO 205000.0 201457.32 CORP Long
404121AJ4 404121AJ4 HCA-THE HEALTHCARE CO 100000.0 100176.07 CORP Long
404280CM9 404280CM9 HSBC HOLDINGS PLC 125000.0 112610.62 CORP Long
404280CS6 404280CS6 HSBC HOLDINGS PLC 40000.0 38970.96 CORP Long
404280CT4 404280CT4 HSBC HOLDINGS PLC 215000.0 172506.99 CORP Long
44409MAD8 44409MAD8 HUDSON PACIFIC PROPERTIES LP 15000.0 12699.63 CORP Long
44421MAN0 44421MAN0 HUDSON YARDS HY_19-55HY 85000.0 58207.1 CORP Long
448579AJ1 448579AJ1 HYATT HOTELS CORP 451000.0 453387.22 CORP Long
451102BW6 451102BW6 ICAHN ENTERPRISES LP 50000.0 49048.73 CORP Long
451102BZ9 451102BZ9 ICAHN ENTERPRISES LP 200000.0 181076.0 CORP Long
451102CC9 451102CC9 ICAHN ENTERPRISES LP 35000.0 28855.97 CORP Long
45254NKR7 45254NKR7 IMM_04-8 166533.82 164404.67 CORP Long
45257EAC8 45257EAC8 IMPAC SECURED ASSETS CORP IMSA_06-5 500083.47 442206.71 CORP Long
45434L2A1 45434L2A1 INDIAN RAILWAY FINANCE CORP LTD 200000.0 173863.79 NUSS Long
455780CS3 455780CS3 INDONESIA (REPUBLIC OF) 200000.0 185896.37 NUSS Long
455780CW4 455780CW4 INDONESIA (REPUBLIC OF) 200000.0 138334.72 NUSS Long
456606JN3 456606JN3 INABS_05-D 61482.95 60387.47 CORP Long
45661EAA2 45661EAA2 INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2 658676.77 527368.17 CORP Long
45661EAB0 45661EAB0 INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2 607196.86 486151.44 CORP Long
458182EL2 458182EL2 INTER-AMERICAN DEV BANK 230000.0 174312.96 CORP Long
530307AE7 530307AE7 LIBERTY BROADBAND CORP 755000.0 754547.0 CORP Long
531229AR3 531229AR3 LIBERTY MEDIA CORP 185000.0 186665.0 CORP Long
53218DAA6 53218DAA6 LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2 385000.0 376583.01 CORP Long
53218DAE8 53218DAE8 LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2 605000.0 586105.91 CORP Long
538034AR0 538034AR0 LIVE NATION ENTERTAINMENT INC 89000.0 83657.87 CORP Long
539439AQ2 539439AQ2 LLOYDS BANKING GROUP PLC 185000.0 170413.48 CORP Long
53944YAU7 53944YAU7 LLOYDS BANKING GROUP PLC 145000.0 134682.15 CORP Long
53945CJY7 53945CJY7 LOS ANGELES CALIF 20000.0 20948.0 MUN Long
54251MAA2 54251MAA2 LBMLT_06-4 973859.61 503299.8 CORP Long
58405FAA3 58405FAA3 MEDCO OAK TREE PTE LTD 440000.0 434985.17 CORP Long
592029BN1 592029BN1 MET GOVT NASHVILLE & DAVIDSON CNTY TENN HEALTH & EDL FACS BRD 10000.0 9631.57 MUN Long
59333P6L7 59333P6L7 MIAMI DADE CNTY FL AVIATION REVENUE 85000.0 65344.02 MUN Long
59921PAB2 59921PAB2 UNITED AIRLINES HOLDINGS INC 271875.0 279927.94 CORP Long
59981BAL8 59981BAL8 MILL CITY MORTGAGE TRUST MCMLT_19-GS1 800000.0 521664.72 CORP Long
60636ANP4 60636ANP4 MISSOURI ST HEALTH & EDL FACS AUTH 5000.0 5085.82 MUN Long
60783XAA2 60783XAA2 MODIVCARE ESCROW ISSUER INC 174000.0 133138.19 CORP Long
61690VBA5 61690VBA5 MORGAN STANLEY BAML TRUST MSBAM_15-C26 8899203.05 83711.24 CORP Long
61691DAA5 61691DAA5 MORGAN STANLEY CAPITAL I TRUST MSC_18-MP 315000.0 256439.55 CORP Long
6174468X0 6174468X0 MORGAN STANLEY 100000.0 76883.64 CORP Long
61744CLW4 61744CLW4 MORGAN STANLEY ABS CAPITAL I MSAC_05-WMC1 225431.63 218678.49 CORP Long
61747YED3 61747YED3 MORGAN STANLEY 190000.0 148686.06 CORP Long
61747YEF8 61747YEF8 MORGAN STANLEY 445000.0 335925.4 CORP Long
61748HLN9 61748HLN9 MSM_05-5AR 500000.0 483609.3 CORP Long
61753EAB6 61753EAB6 MORGAN STANLEY CAPITAL INC MSAC_07-HE2 1193348.51 509880.23 CORP Long
61755AAE6 61755AAE6 MORGAN STANLEY CAPITAL INC MSAC_07-NC3 643176.79 454079.47 CORP Long
61766RBA3 61766RBA3 MORGAN STANLEY BAML TRUST MSBAM_ 2065499.63 56845.23 CORP Long
62848BAA9 62848BAA9 MVW OWNER TRUST MVWOT_18-1A 18461.13 18115.1 CORP Long
62877VAA9 62877VAA9 NBM US HOLDINGS INC 200000.0 198274.42 CORP Long
62886EAZ1 62886EAZ1 NCR VOYIX CORP 195000.0 171874.73 CORP Long
62923JAA0 62923JAA0 NOMURA NLT_21-INV1 734741.64 587803.75 CORP Long
638671AJ6 638671AJ6 NATIONWIDE MUT INS CO 450000.0 449309.28 CORP Long
63874GAL9 63874GAL9 NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_18-ALXA 60000.0 41961.38 CORP Long
74923VAJ9 74923VAJ9 RAD CLO LTD RAD_23-22 250000.0 249770.0 CORP Long
74924SAD8 74924SAD8 RASC_07-KS1 1219485.22 1120481.19 CORP Long
74958DAA6 74958DAA6 RESIDENTIAL FUNDING MORTGAGE SEC I RFMSI_06-S10 547454.12 400966.4 CORP Long
75103AAA3 75103AAA3 RAISING CANES RESTAURANTS LLC 85000.0 89283.62 CORP Long
751153AA5 751153AA5 RESIDENTIAL ACCREDIT LOANS INC R 580762.46 485735.09 CORP Long
75115YAA7 75115YAA7 RESIDENTIAL ACCREDIT LOANS INC RALI_07-QO1 900123.91 763703.11 CORP Long
75156UAD9 75156UAD9 RESIDENTIAL ASSET MORTGAGE PRODU 455021.6 442141.62 CORP Long
75735GAA6 75735GAA6 REDE DOR FINANCE SARL 200000.0 172023.25 CORP Long
76009NAL4 76009NAL4 UPBOUND GROUP INC 200000.0 182231.96 CORP Long
761713BB1 761713BB1 REYNOLDS AMERICAN INC 660000.0 582398.87 CORP Long
761CVR042 761CVR042 RESOLUTE FOREST PRODUCTS 76222.0 116223.31 CORP Long
77340RAM9 77340RAM9 ROCKIES EXPRESS PIPELINE LLC 100000.0 91158.8 CORP Long
77340RAR8 77340RAR8 ROCKIES EXPRESS PIPELINE LLC 100000.0 92255.77 CORP Long
77340RAT4 77340RAT4 ROCKIES EXPRESS PIPELINE LLC 100000.0 89498.56 CORP Long
77341KAE1 77341KAE1 ROCKFORD TOWER CLO LTD ROCKT_21-1A 448279.0 439803.39 CORP Long
780153BG6 780153BG6 ROYAL CARIBBEAN CRUISES LTD 495000.0 473038.98 CORP Long
780153BL5 780153BL5 ROYAL CARIBBEAN CRUISES LTD 63000.0 68421.65 CORP Long
78403DAZ3 78403DAZ3 SBA TOWER TRUST 240000.0 240424.13 CORP Long
78410GAD6 78410GAD6 SBA COMMUNICATIONS CORP 890000.0 837785.3 CORP Long
78410GAG9 78410GAG9 SBA COMMUNICATIONS CORP 380000.0 330844.92 CORP Long
78413KAB8 78413KAB8 SES GLOBAL AMERICAS HOLDINGS GP 375000.0 270245.05 CORP Long
78413MAC2 78413MAC2 SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE 425000.0 301716.64 CORP Long
87264AAV7 87264AAV7 T-MOBILE USA INC 118000.0 115475.79 CORP Long
87264ABD6 87264ABD6 T-MOBILE USA INC 20000.0 19077.56 CORP Long
87264ABS3 87264ABS3 T-MOBILE USA INC 90000.0 79257.64 CORP Long
87264ABT1 87264ABT1 T-MOBILE USA INC 125000.0 105932.7 CORP Long
87264ABU8 87264ABU8 T-MOBILE USA INC 304000.0 285802.98 CORP Long
87264ABV6 87264ABV6 T-MOBILE USA INC 250000.0 226770.69 CORP Long
87264ABW4 87264ABW4 T-MOBILE USA INC 360000.0 316857.15 CORP Long
87266GAA8 87266GAA8 TMS ISSUER SARL 300000.0 304262.7 CORP Long
87267WAA2 87267WAA2 T-MOBILE US TRUST TMUST_22-1 380000.0 376955.33 CORP Long
87342RAC8 87342RAC8 TACO BELL FUNDING BELL_16-1A 553125.0 537966.61 CORP Long
87407RAA4 87407RAA4 TAL ADVANTAGE LLC TAL_20-1A 307050.0 272714.53 CORP Long
88032WBB1 88032WBB1 TENCENT HOLDINGS LTD 200000.0 147702.02 CORP Long
88033GDT4 88033GDT4 TENET HLTHCR CORP 175000.0 175205.35 CORP Long
88258MAB1 88258MAB1 TEXAS NAT GAS SECURITIZATION FIN CORP REV 460000.0 452733.61 MUN Long
882724V20 882724V20 TEXAS (STATE OF) 250000.0 244281.15 MUN Long
882854B76 882854B76 TEXAS WATER DEV BRD 20000.0 19170.15 MUN Long
88315LAG3 88315LAG3 TEXTAINER MARINE CONTAINERS LIMITED TMCL_20-2 214985.66 190265.25 CORP Long
88315LAJ7 88315LAJ7 TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A 256260.0 225692.54 CORP Long
88315LAQ1 88315LAQ1 TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2A 614833.36 531520.86 CORP Long
902973BC9 902973BC9 US BANCORP 185000.0 140631.31 CORP Long
90353TAC4 90353TAC4 UBER TECHNOLOGIES INC 145000.0 147408.59 CORP Long
90353TAL4 90353TAL4 UBER TECHNOLOGIES INC 180000.0 186115.26 CORP Long
90473LAC6 90473LAC6 UNIFRAX ESCROW ISSUER CORP 155000.0 82508.3 CORP Long
910208AA5 910208AA5 UNITED ELECTRIC SECURITIZATION LLC 100000.0 98529.47 CORP Long
91087BAM2 91087BAM2 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 475000.0 388200.37 NUSS Long
91087BAR1 91087BAR1 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 200000.0 163031.11 NUSS Long
911363AM1 911363AM1 UNITED RENTALS (NORTH AMERICA) INC 345000.0 300260.91 CORP Long
911365BG8 911365BG8 UNITED RENTALS (NORTH AMERICA) INC 205000.0 197089.57 CORP Long
911365BN3 911365BN3 UNITED RENTALS (NORTH AMERICA) INC 365000.0 325979.41 CORP Long
93364CAA6 93364CAA6 WAMU_07-OA4 545823.03 423176.16 CORP Long
93710WAA3 93710WAA3 WASH MULTIFAMILY ACQUISITION INC 145000.0 136492.41 CORP Long
93934FMN9 93934FMN9 WASHINGTON MUTUAL MORTGAGE PASS- 206023.024 156287.89 CORP Long
940157X70 940157X70 WASHINGTON SUBN SAN DIST MD 10000.0 10095.75 MUN Long
94107JAA1 94107JAA1 WASTE PRO USA INC 287000.0 270769.68 CORP Long
94985JBQ2 94985JBQ2 WFMBS_07-7 823748.42 726927.42 CORP Long
95000U2S1 95000U2S1 WELLS FARGO & COMPANY 160000.0 143818.6 CORP Long
95000U2U6 95000U2U6 WELLS FARGO & COMPANY 1335000.0 1117877.68 CORP Long
95000U3B7 95000U3B7 WELLS FARGO & COMPANY 90000.0 84304.52 CORP Long
95002NAL1 95002NAL1 WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-JWDR 425000.0 381892.21 CORP Long
958667AC1 958667AC1 WESTERN MIDSTREAM OPERATING LP 445000.0 403702.63 CORP Long
3132DPAX6 3132DPAX6 FEDERAL HOME LOAN MORTGAGE CORPORATION 249004.61 241527.08 USGA Long
3137FARN0 3137FARN0 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q004 1375736.36 44281.65 USGA Long
97705MVH5 97705MVH5 WISCONSIN (STATE OF) 5000.0 5024.64 MUN Long
98310WAS7 98310WAS7 TRAVEL + LEISURE CO 150000.0 149901.74 CORP Long
3137FBTD8 3137FBTD8 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K728 1975000.0 32284.54 USGA Long
3137FG7J8 3137FG7J8 FREDDIE MAC FHLMC_K732 1350000.0 45561.02 USGA Long
3137FNAP5 3137FNAP5 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KL05 2400000.0 102085.92 USGA Long
3137FNBB5 3137FNBB5 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K096 3390000.0 309202.24 USGA Long
988498AL5 988498AL5 YUM! BRANDS INC. 645000.0 600386.69 CORP Long
988498AN1 988498AN1 YUM! BRANDS INC. 780000.0 669369.53 CORP Long
3137FQK93 3137FQK93 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KC07 3861387.24 49868.27 USGA Long
3137FQKX0 3137FQKX0 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_19-P002 705000.0 53438.01 USGA Long
3137H0H76 3137H0H76 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KLU3 1583290.68 153300.22 USGA Long
3140QMTW4 3140QMTW4 FEDERAL NATIONAL MORTGAGE ASSOCIATION 1017626.78 790796.47 USGA Long
988498AP6 988498AP6 YUM! BRANDS INC. 300000.0 269377.82 CORP Long
98919VAA3 98919VAA3 ZAYO GROUP HOLDINGS INC 118000.0 90327.38 CORP Long
3140QQVF9 3140QQVF9 FEDERAL NATIONAL MORTGAGE ASSOCIATION 421296.91 415615.28 USGA Long
3140XGX46 3140XGX46 FEDERAL NATIONAL MORTGAGE ASSOCIATION 462056.74 359336.23 USGA Long
3140XJGY3 3140XJGY3 FEDERAL NATIONAL MORTGAGE ASSOCIATION 554347.2353 522135.07 USGA Long
3140XJMB6 3140XJMB6 FEDERAL NATIONAL MORTGAGE ASSOCIATION 135778.03 134544.92 USGA Long
000000000 000000000 JPMorgan 7.0 1172.3 CORP N/A
000000000 000000000 Morgan Stanley -51.0 -85556.05 CORP N/A
01F0526C1 01F0526C1 UMBS 200000.0 197060.57 USGA Long
02151DAD6 02151DAD6 COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-OH3 436853.52 384281.26 CORP Long
000000000 000000000 JPMorgan -5.0 -9104.42 CORP N/A
000000000 000000000 Morgan Stanley -1.0 -2736.69 CORP N/A
3140XJV26 3140XJV26 FEDERAL NATIONAL MORTGAGE ASSOCIATION 354228.34 350408.8 USGA Long
3140XJVP5 3140XJVP5 FEDERAL NATIONAL MORTGAGE ASSOCIATION 269932.49 254224.38 USGA Long
3140XJVZ3 3140XJVZ3 FEDERAL NATIONAL MORTGAGE ASSOCIATION 187495.87 181505.78 USGA Long
3140XK6V7 3140XK6V7 FEDERAL NATIONAL MORTGAGE ASSOCIATION 259561.76 250781.35 USGA Long
000000000 000000000 ANZ Securities 1902395.72 9913.53 CORP N/A
000000000 000000000 KUNTARAHOITUS OYJ 2000000.0 187346.26 MUN Long
3140XLPD4 3140XLPD4 FEDERAL NATIONAL MORTGAGE ASSOCIATION 1616901.55 1311497.19 USGA Long
31418EGG9 31418EGG9 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2054814.72 1733387.64 USGA Long
000000000 000000000 BNG BANK NV 630000.0 388906.75 NUSS Long
000000000 000000000 THERMO FISHER 125000.0 129894.23 CORP Long
31418EGJ3 31418EGJ3 FEDERAL NATIONAL MORTGAGE ASSOCIATION 317407.11 288245.53 USGA Long
31418EU73 31418EU73 FEDERAL NATIONAL MORTGAGE ASSOCIATION 1502443.95 1407297.01 USGA Long
000000000 000000000 ALBERTA (PROVINCE OF) 290000.0 303653.21 MUN Long
000000000 000000000 ALLERGAN FUNDING SCS 100000.0 100721.64 CORP Long
31418EU81 31418EU81 FEDERAL NATIONAL MORTGAGE ASSOCIATION 830051.21 799243.77 USGA Long
366651AE7 366651AE7 GARTNER INC 140000.0 122284.16 CORP Long
000000000 000000000 INTL BANK FOR RECONSTRUCT 850000.0 767158.43 CORP Long
000000000 000000000 MALAYSIA (GOVERNMENT OF) 965000.0 209287.18 NUSS Long
367910AE6 367910AE6 GE-WMC MORTGAGE SECURITIES LLC GEWMC_05-1 218927.43 211898.57 CORP Long
37954FAJ3 37954FAJ3 GLOBAL PARTNERS LP 150000.0 139619.43 CORP Long
37959DAC8 37959DAC8 GLOBO COMUNICACOES E PARTICIPACOES SA 200000.0 165318.61 CORP Long
38141GXR0 38141GXR0 GOLDMAN SACHS GROUP INC/THE 720000.0 558271.72 CORP Long
000000000 000000000 IRELAND (GOVERNMENT) 235000.0 235245.78 NUSS Long
000000000 000000000 KOMMUNALBANKEN AS 184000.0 121926.93 NUSS Long
381743AA1 381743AA1 GOLUB CAPITAL PARTNERS CLO LTD GOCAP_21-54A 450000.0 445435.65 CORP Long
38378BBQ1 38378BBQ1 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-4 1715920.41 17.16 USGA Long
023765AA8 023765AA8 AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS 174250.0 156060.57 CORP Long
02376CBJ3 02376CBJ3 AADVANTAGE LOYALTY IP LTD 184500.0 187036.88 CORP Long
404280CV9 404280CV9 HSBC HOLDINGS PLC 215000.0 182588.77 CORP Long
404280DW6 404280DW6 HSBC HOLDINGS PLC 275000.0 279349.46 CORP Long
40430HCN6 40430HCN6 HASC_05-I1 482464.04 431486.7 CORP Long
404530AA5 404530AA5 HACKENSACK MERIDIAN HEALTH 300000.0 250248.43 CORP Long
409328AP6 409328AP6 HAMPTON ROADS VA TRANSPRTN ACCOUNTABILITY COMMISSION 35000.0 35515.69 MUN Long
41165BAA8 41165BAA8 HARBORVIEW MORTGAGE LOAN TRUST HVMLT_07-6 443046.77 374831.52 CORP Long
000000000 000000000 BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) 3115000.0 656381.64 NUSS Long
000000000 000000000 AUSTRIA (REPUBLIC OF) 380000.0 368471.81 NUSS Long
000000000 000000000 INDONESIA (REPUBLIC OF) 16118000000.0 1040239.75 NUSS Long
000000000 000000000 TREASURY CORPORATION OF VICTORIA 215000.0 105887.05 MUN Long
42225UAG9 42225UAG9 HEALTHCARE REALTY HOLDINGS LP 35000.0 29734.87 CORP Long
42225UAH7 42225UAH7 HEALTHCARE REALTY HOLDINGS LP 160000.0 123763.24 CORP Long
42225UAK0 42225UAK0 HEALTHCARE REALTY HOLDINGS LP 63000.0 56973.9 CORP Long
42225UAL8 42225UAL8 HEALTHCARE REALTY HOLDINGS LP 40000.0 31541.57 CORP Long
000000000 000000000 INDIA (REPUBLIC OF) 11000000.0 126596.71 NUSS Long
000000000 000000000 QNB FINANCE LTD 200000.0 198290.47 NUSS Long
000000000 000000000 CHUBB INA HOLDINGS INC 180000.0 188595.94 CORP Long
000000000 000000000 MALAYSIA (GOVERNMENT OF) 1015000.0 215320.2 NUSS Long
000000000 000000000 ENGIE SA 100000.0 97479.61 CORP Long
000000000 000000000 PHILIPPINES (REPUBLIC OF) 535000.0 524252.33 NUSS Long
42225UAM6 42225UAM6 HEALTHCARE REALTY HOLDINGS LP 56000.0 41535.33 CORP Long
42307TAH1 42307TAH1 KRAFT HEINZ FOODS CO 120000.0 132852.61 CORP Long
000000000 000000000 INDIA (REPUBLIC OF) 3500000.0 41970.78 NUSS Long
000000000 000000000 INDONESIA (REPUBLIC OF) 1095000000.0 74489.57 NUSS Long
428040DB2 428040DB2 HERTZ CORPORATION (THE) 224000.0 172073.42 CORP Long
46627MCS4 46627MCS4 JP MORGAN ALTERNATIVE LOAN TRUST JPALT_06-A1 234950.78 211663.87 CORP Long
46630KAU0 46630KAU0 JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_07-HE1 1103000.0 987510.5 CORP Long
466317AU8 466317AU8 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-NL 224544.3 186923.29 CORP Long
000000000 000000000 E.ON SE 65000.0 63267.2 CORP Long
000000000 000000000 THERMO FISHER 315000.0 303529.0 CORP Long
46631KAF2 46631KAF2 JP MORGAN MORTGAGE ACQUISITION C 325000.0 304231.04 CORP Long
46642EBA3 46642EBA3 JPMBB_14-C21 735855.2 1667.89 CORP Long
02376RAF9 02376RAF9 AMERICAN AIRLINES GROUP INC 490000.0 517930.0 CORP Long
02401LAA2 02401LAA2 AMERICAN ASSETS TRUST LP 155000.0 118694.09 CORP Long
000000000 000000000 INDONESIA (REPUBLIC OF) 4550000000.0 327185.62 NUSS Long
000000000 000000000 NEW ZEALAND (GOVERNMENT OF) 165000.0 98310.7 NUSS Long
025816CH0 025816CH0 AMERICAN EXPRESS COMPANY 85000.0 71631.74 CORP Long
02660TDH3 02660TDH3 AHM_05-1 70899.91 69948.8 CORP Long
46643ABG7 46643ABG7 JPMBB_14-C23 2332482.81 6740.64 CORP Long
46643TBC5 46643TBC5 JPMBB_14-C26 4701530.9 24359.1 CORP Long
46647PBX3 46647PBX3 JPMORGAN CHASE & CO 460000.0 361359.93 CORP Long
46647PBY1 46647PBY1 JPMORGAN CHASE & CO 250000.0 246939.19 CORP Long
000000000 000000000 AUSTRALIA (COMMONWEALTH OF) 300000.0 185996.66 NUSS Long
000000000 000000000 NEW ZEALAND (GOVERNMENT OF) 1340000.0 733092.15 NUSS Long
46647PCB0 46647PCB0 JPMORGAN CHASE & CO 285000.0 259461.92 CORP Long
46647PCC8 46647PCC8 JPMORGAN CHASE & CO 450000.0 367912.48 CORP Long
02666TAE7 02666TAE7 AMERICAN HOMES 4 RENT LP 8000.0 6862.76 CORP Long
02666TAF4 02666TAF4 AMERICAN HOMES 4 RENT LP 210000.0 156420.69 CORP Long
000000000 000000000 NORDIC INVESTMENT BANK 3100000.0 283672.33 CORP Long
000000000 000000000 ASIAN DEVELOPMENT BANK 135000.0 85386.11 CORP Long
46647PCJ3 46647PCJ3 JPMORGAN CHASE & CO 105000.0 91020.33 CORP Long
46651EAA2 46651EAA2 JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-OSB 375000.0 324181.69 CORP Long
47077WAA6 47077WAA6 JANE STREET GROUP LLC 195000.0 175055.2 CORP Long
47214BAA6 47214BAA6 JBS USA LUX SA 278000.0 280260.66 CORP Long
000000000 000000000 QUEBEC (PROVINCE OF) 105000.0 132339.2 MUN Long
000000000 000000000 JPMorgan -36.0 7945.8 CORP N/A
03027WAM4 03027WAM4 AMERICAN TOWER TRUST 1 410000.0 407820.24 CORP Long
03027XBC3 03027XBC3 AMERICAN TOWER CORP 175000.0 141356.97 CORP Long
476556DB8 476556DB8 JERSEY CTL PWR & LT CO 330000.0 328313.47 CORP Long
477164AA5 477164AA5 JETBLUE AIRWAYS CORPORATION 2020-1 PASS THROUGH TRUST JBLU_20-1 321475.6 284692.49 CORP Long
03027XBM1 03027XBM1 AMERICAN TOWER CORP 300000.0 247047.63 CORP Long
03040WBB0 03040WBB0 AMERICAN WATER CAPITAL CORP 365000.0 363540.0 CORP Long
000000000 000000000 Morgan Stanley -64.0 18761.82 CORP N/A
000000000 000000000 Morgan Stanley -23.0 -2892.77 CORP N/A
48128BAN1 48128BAN1 JPMORGAN CHASE & CO 85000.0 76684.85 CORP Long
49272YAB9 49272YAB9 Kedrion 296000.0 262263.19 CORP Long
49338CAD5 49338CAD5 KEYSPAN GAS EAST CORP 170000.0 167059.67 CORP Long
49456BAG6 49456BAG6 KINDER MORGAN INC 145000.0 137227.65 CORP Long
000000000 000000000 JPMorgan -9.0 2842.7 CORP N/A
000000000 000000000 JPMorgan -2.0 583.1 CORP N/A
50076QAR7 50076QAR7 KRAFT HEINZ FOODS CO 135000.0 147785.99 CORP Long
50077LAB2 50077LAB2 KRAFT HEINZ FOODS CO 620000.0 505681.81 CORP Long
67114JAA8 67114JAA8 ONSLOW BAY FINANCIAL LLC OBX_21-NQM3 593699.86 438901.47 CORP Long
67115YAC0 67115YAC0 OCCU AUTO RECEIVABLES TRUST OCCU_22-1 350000.0 347248.84 CORP Long
031162DR8 031162DR8 AMGEN INC 75000.0 74256.85 CORP Long
031162DU1 031162DU1 AMGEN INC 43000.0 42129.34 CORP Long
000000000 000000000 JPMorgan -24.0 -1490.3 CORP N/A
000000000 000000000 Goldman Sachs -15.0 7858.7 CORP N/A
000000000 000000000 Goldman Sachs -5.0 1010.57 CORP N/A
000000000 000000000 Goldman Sachs 34.0 8054.24 CORP N/A
674599CH6 674599CH6 OCCIDENTAL PETROLEUM CORPORATION 55000.0 52167.33 CORP Long
674599CR4 674599CR4 OCCIDENTAL PETROLEUM CORPORATION 100000.0 93431.47 CORP Long
674599DD4 674599DD4 OCCIDENTAL PETROLEUM CORPORATION 195000.0 211884.99 CORP Long
674599ED3 674599ED3 OCCIDENTAL PETROLEUM CORPORATION 580000.0 599895.82 CORP Long
000000000 000000000 JPMorgan 5.0 14279.0 CORP N/A
000000000 000000000 Morgan Stanley 27.0 76675.66 CORP N/A
674599EF8 674599EF8 OCCIDENTAL PETROLEUM CORPORATION 285000.0 288161.73 CORP Long
67920QY51 67920QY51 OKLAHOMA ST WTR RES BRD 45000.0 44988.55 MUN Long
682357AA6 682357AA6 180 MEDICAL INC 201000.0 175861.24 CORP Long
68245XAH2 68245XAH2 1011778 BC UNLIMITED LIABILITY CO 325000.0 299210.13 CORP Long
032CVR011 032CVR011 AMRYT PHARMA PLC 225430.0 3832.31 CORP Long
032CVR029 032CVR029 AMRYT PHARMA PLC 225430.0 5748.47 CORP Long
68245XAM1 68245XAM1 1011778 BC UNLIMITED LIABILITY CO 870000.0 750699.41 CORP Long
68245XAP4 68245XAP4 1011778 BC UNLIMITED LIABILITY CO 670000.0 596762.17 CORP Long
000000000 000000000 JPMorgan 2.0 5615.6 CORP N/A
000000000 000000000 JPMorgan 1.0 893.9 CORP N/A
68251PAA5 68251PAA5 1375209 BC LTD 180000.0 173713.57 CORP Long
68333ZAN7 68333ZAN7 ONTARIO (PROVINCE OF) 1109000.0 682224.08 MUN Long
000000000 000000000 Morgan Stanley -98.0 -54115.0 CORP N/A
000000000 000000000 JPMorgan 15.0 9412.56 CORP N/A
683715AF3 683715AF3 OPEN TEXT CORP 70000.0 71966.84 CORP Long
68389BAN3 68389BAN3 OPTION ONE MORTGAGE LOAN TRUST OOMLT_06-3 911887.42 568335.11 CORP Long
000000000 000000000 Morgan Stanley 8.0 4438.31 CORP N/A
68389XBP9 68389XBP9 ORACLE CORPORATION 55000.0 44776.64 CORP Long
68389XBQ7 68389XBQ7 ORACLE CORPORATION 280000.0 211397.57 CORP Long
68389XBU8 68389XBU8 ORACLE CORPORATION 100000.0 92794.88 CORP Long
68389XCA1 68389XCA1 ORACLE CORPORATION 200000.0 147857.23 CORP Long
68403HAC6 68403HAC6 OOMLT_07-5 849674.87 437196.64 CORP Long
68403HAD4 68403HAD4 OOMLT_07-5 1546913.14 797065.09 CORP Long
68404LAA0 68404LAA0 OPTION CARE HEALTH INC 160000.0 141408.62 CORP Long
80281LAQ8 80281LAQ8 SANTANDER UK GROUP HOLDINGS PLC 110000.0 98179.57 CORP Long
037389BE2 037389BE2 AON CORP 230000.0 198271.92 CORP Long
03969AAP5 03969AAP5 ARDAGH PACKAGING FINANCE PLC/ARD 20000.0 14646.21 CORP Long
80556YAE5 80556YAE5 SAXON ASSET SECURITIES TRUST 2007 SAST_07-2 562394.9 380378.83 CORP Long
810064AE5 810064AE5 SCOTT 2023-SFS SCOTT_23-SFS 100000.0 96543.7 CORP Long
03969AAR1 03969AAR1 ARDAGH PACKAGING FINANCE PLC 206000.0 151461.58 CORP Long
03969YAA6 03969YAA6 ARDAGH METAL PACKAGING FINANCE PLC 220000.0 189421.3 CORP Long
81104PAA7 81104PAA7 EW SCRIPPS CO 30000.0 25275.0 CORP Long
81105DAB1 81105DAB1 EW SCRIPPS CO 140000.0 96153.34 CORP Long
81211KAX8 81211KAX8 SEALED AIR CORPORATION 357000.0 355065.29 CORP Long
81211KBA7 81211KBA7 SEALED AIR CORPORATION 100000.0 93929.57 CORP Long
82873MAA1 82873MAA1 SIMMONS FOODS INC 212000.0 175960.0 CORP Long
82967NBG2 82967NBG2 SIRIUS XM RADIO INC 550000.0 466166.23 CORP Long
830867AB3 830867AB3 SKYMILES IP LTD 1214000.0 1165679.5 CORP Long
83612CAA7 83612CAA7 SOUNDVIEW HOME EQUITY LOAN TRUST 263121.5 245877.25 CORP Long
836205AY0 836205AY0 SOUTH AFRICA (REPUBLIC OF) 200000.0 185453.38 NUSS Long
8371477D3 8371477D3 SOUTH CAROLINA PUBLIC SERVICE AUTHORITY 65000.0 65957.72 MUN Long
842587CV7 842587CV7 SOUTHERN COMPANY (THE) 184000.0 174942.31 CORP Long
844741BG2 844741BG2 SOUTHWEST AIRLINES CO 390000.0 382008.3 CORP Long
845437BT8 845437BT8 SOUTHWESTERN ELECTRIC POWER COMPANY 85000.0 53274.58 CORP Long
845467AL3 845467AL3 SOUTHWESTERN ENERGY CO 4000.0 3988.14 CORP Long
84762LAW5 84762LAW5 SPECTRUM BRANDS INC 85000.0 79315.33 CORP Long
85207UAJ4 85207UAJ4 SPRINT LLC 180000.0 182969.56 CORP Long
85208NAE0 85208NAE0 SPRINT SPECTRUM CO LLC 112500.0 110855.7 CORP Long
86358EJS6 86358EJS6 STRUCTURED ASSET INVESTMENT LOAN TRUST SAIL_04-6 323383.41 315318.87 CORP Long
86359B2K6 86359B2K6 STRUCTURED ASSET SECURITIES CORPORATION SASC_05-2XS 756186.2 708895.22 CORP Long
86361HAA2 86361HAA2 SAMI_06-AR7 693998.3 544310.29 CORP Long
12635FAV6 12635FAV6 CSAIL_15-C3 8701002.58 67359.68 CORP Long
12642KAB0 12642KAB0 CSN INOVA VENTURES 415000.0 392853.48 CORP Long
86361WAA9 86361WAA9 SAMI_06-AR8 280787.76 234873.65 CORP Long
885220FS7 885220FS7 THORNBURG MORTGAGE SECURITIES TRUST TMST_04-3 310357.17 278388.08 CORP Long
88732JBB3 88732JBB3 TIME WARNER CABLE LLC 415000.0 343902.6 CORP Long
89117F3M9 89117F3M9 TORONTO-DOMINION BANK/THE 601000.0 424717.01 CORP Long
89117F8Z5 89117F8Z5 TORONTO-DOMINION BANK/THE 430000.0 433774.2 CORP Long
89169EAA7 89169EAA7 TOWD POINT MORTGAGE TRUST TPMT_17-5 56206.02 56539.3 CORP Long
12653VAA4 12653VAA4 CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES CSMC_19-ICE4 214466.4404 213982.9 CORP Long
12655VAA2 12655VAA2 CREDIT SUISSE MORTGAGE TRUST CSMC_19-NQM1 14100.68 13501.7 CORP Long
89173HAE6 89173HAE6 TOWD POINT MORTGAGE TRUST TPMT_1 760000.0 677387.77 CORP Long
89177JAC2 89177JAC2 TOWD POINT MORTGAGE TRUST TPMT_19-2 275000.0 218816.84 CORP Long
12656HAC8 12656HAC8 CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL6 599554.08 589559.09 CORP Long
12658WAG4 12658WAG4 CREDIT SUISSE MORTGAGE TRUST CSMC_21-B33 423000.0 293615.51 CORP Long
92564RAB1 92564RAB1 VICI PROPERTIES LP 185000.0 168085.01 CORP Long
92564RAD7 92564RAD7 VICI PROPERTIES LP 5000.0 4629.31 CORP Long
92564RAE5 92564RAE5 VICI PROPERTIES LP 300000.0 261890.53 CORP Long
92564RAH8 92564RAH8 VICI PROPERTIES LP 30000.0 28556.46 CORP Long
12659RAC3 12659RAC3 CSMC TRUST CSMC_21-980M 6982000.0 157519.51 CORP Long
12662GAC2 12662GAC2 CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4 1245290.61 1179380.99 CORP Long
92564RAK1 92564RAK1 VICI PROPERTIES LP 49000.0 45463.98 CORP Long
92564RAL9 92564RAL9 VICI PROPERTIES LP 100000.0 88813.35 CORP Long
925650AC7 925650AC7 VICI PROPERTIES LP 29000.0 26965.2 CORP Long
925650AD5 925650AD5 VICI PROPERTIES LP 777000.0 715126.6 CORP Long
92769VAJ8 92769VAJ8 VIRGIN MEDIA FINANCE PLC 400000.0 334463.27 CORP Long
92769XAP0 92769XAP0 VIRGIN MEDIA SECURED FINANCE PLC 510000.0 479262.12 CORP Long
92769XAR6 92769XAR6 VIRGIN MEDIA SECURED FINANCE PLC 200000.0 171535.85 CORP Long
92858RAA8 92858RAA8 VMED O2 UK FINANCING I PLC 430000.0 361253.23 CORP Long
92922FS41 92922FS41 WAMU_05-AR8 331169.2 299515.09 CORP Long
92933BAR5 92933BAR5 WMG Acquisition 655000.0 541358.36 CORP Long
92939KAH1 92939KAH1 WFRBS_14-C24 2328943.67 9329.75 CORP Long
933631AE3 933631AE3 WMHE_07-HE1 1088638.67 489706.03 CORP Long
000000000 000000000 ANZ Securities -724908.2 4697.41 CORP N/A
000000000 000000000 ANZ Securities -4264746.3 -72150.98 CORP N/A
000000000 000000000 ANZ Securities -538750.0 -13863.83 CORP N/A
000000000 000000000 ANZ Securities -81158553.0 -251.5 CORP N/A
000000000 000000000 ANZ Securities 2134193.77 4823.56 CORP N/A
000000000 000000000 ANZ Securities -215096.72 -5647.36 CORP N/A
126670RD2 126670RD2 COUNTRYWIDE ASSET_BACKED CERTIFI 148887.29 146331.16 CORP Long
126673JW3 126673JW3 CWL_04-10 827036.37 749426.7 CORP Long
000000000 000000000 INDONESIA (REPUBLIC OF) 2322000000.0 156515.9 NUSS Long
000000000 000000000 INDONESIA (REPUBLIC OF) 773000000.0 48834.2 NUSS Long
000000000 000000000 PHILIPPINES (REPUBLIC OF) 4700000.0 97533.32 NUSS Long
000000000 000000000 MALAYSIA (GOVERNMENT OF) 1505000.0 335109.9 NUSS Long
000000000 000000000 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 13270000.0 697887.26 NUSS Long
000000000 000000000 INDONESIA (REPUBLIC OF) 2025000000.0 129717.78 NUSS Long
000000000 000000000 ONTARIO (PROVINCE OF) 380000.0 243484.68 MUN Long
000000000 000000000 Barclays 1077500.0 -2698.78 CORP N/A
000000000 000000000 Barclays 9721373.75 3680.55 CORP N/A
000000000 000000000 JPMorgan -129.0 29628.91 CORP N/A
000000000 000000000 KOREA (REPUBLIC OF) 316190000.0 235467.91 NUSS Long
000000000 000000000 MALAYSIA (GOVERNMENT OF) 405000.0 87860.14 NUSS Long
000000000 000000000 NORWAY (KINGDOM OF) 1455000.0 126407.84 NUSS Long
000000000 000000000 INDONESIA (REPUBLIC OF) 2298000000.0 162934.71 NUSS Long
000000000 000000000 NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD 565000.0 297289.21 MUN Long
000000000 000000000 INDONESIA (REPUBLIC OF) 200000.0 214843.41 NUSS Long
000000000 000000000 INDONESIA (REPUBLIC OF) 4489000000.0 309878.43 NUSS Long
000000000 000000000 NEW SOUTH WALES TREASURY CORPORATION 705000.0 360041.16 MUN Long
12667G5U3 12667G5U3 CWALT_05-43 162707.91 137365.93 CORP Long
12668AEV3 12668AEV3 COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-59 713836.54 606271.3 CORP Long
000000000 000000000 PARAGUAY REPUBLIC OF (GOVERNMENT) 200000.0 188739.15 NUSS Long
000000000 000000000 PHILIPPINES (REPUBLIC OF) 33665000.0 576296.51 NUSS Long
000000000 000000000 NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD 350000.0 165566.66 MUN Long
000000000 000000000 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 7249000.0 392007.86 NUSS Long
000000000 000000000 JOHNSON CONTROLS INTERNATIONAL PLC 100000.0 96239.12 CORP Long
000000000 000000000 QUEENSLAND TREASURY CORPORATION 215000.0 102875.84 MUN Long
000000000 000000000 INDIA (REPUBLIC OF) 30950000.0 360428.67 NUSS Long
000000000 000000000 UNITED KINGDOM (GOVERNMENT OF) 135492.43 162407.84 NUSS Long
000000000 000000000 QUEBEC (PROVINCE OF) 105000.0 109391.22 MUN Long
000000000 000000000 VMED O2 UK FINANCING I PLC 305000.0 284315.72 CORP Long
000000000 000000000 AIRBUS SE 100000.0 97427.49 CORP Long
000000000 000000000 JAPAN (GOVERNMENT OF) 30000000.0 201713.98 NUSS Long
126698AC3 126698AC3 COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13 130784.23 114786.48 CORP Long
126698AD1 126698AD1 COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13 259982.996 228174.99 CORP Long
000000000 000000000 CHINA AOYUAN GROUP LTD 200000.0 3417.92 CORP Long
000000000 000000000 NORWAY (KINGDOM OF) 4300000.0 335838.83 NUSS Long
000000000 000000000 NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD 380000.0 189096.66 MUN Long
000000000 000000000 GREECE REPUBLIC OF (GOVERNMENT) 126000.0 132779.16 NUSS Long
12674TAA4 12674TAA4 C&W SENIOR FINANCING DAC 200000.0 182056.0 CORP Long
12685JAC9 12685JAC9 CABLE ONE INC 260000.0 202899.47 CORP Long
13032UDT2 13032UDT2 CALIFORNIA HEALTH FACS FING AUTH 15000.0 14774.36 MUN Long
13034AK82 13034AK82 CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK 15000.0 14332.16 MUN Long
000000000 000000000 INDONESIA ASAHAN ALUMINIUM PERSERO PT 200000.0 194530.45 NUSS Long
000000000 000000000 AUSTRALIA (COMMONWEALTH OF) 295000.0 155823.85 NUSS Long
000000000 000000000 UNITED KINGDOM (GOVERNMENT OF) 85000.0 106432.67 NUSS Long
000000000 000000000 QUEENSLAND TREASURY CORPORATION 502000.0 313829.63 MUN Long
000000000 000000000 PHILIPPINES (REPUBLIC OF) 9490000.0 164186.57 NUSS Long
000000000 000000000 MALAYSIA (GOVERNMENT OF) 1300000.0 281813.65 NUSS Long
135087J96 135087J96 CANADA (GOVERNMENT OF) 295000.0 212367.63 NUSS Long
135087K52 135087K52 CANADA (GOVERNMENT OF) 1080000.0 765257.58 NUSS Long
000000000 000000000 Goldman Sachs -1.0 -731.6 CORP N/A
000000000 000000000 Goldman Sachs 2.0 -313.2 CORP N/A
000000000 000000000 Goldman Sachs 1.0 -2321.6 CORP N/A
000000000 000000000 JPMorgan -33.0 -33514.72 CORP N/A
135087L44 135087L44 CANADA (GOVERNMENT OF) 190000.0 113625.23 NUSS Long
135087Q23 135087Q23 CANADA (GOVERNMENT OF) 560000.0 385631.89 NUSS Long
225401AT5 225401AT5 UBS GROUP AG 450000.0 406191.7 CORP Long
225401AU2 225401AU2 UBS GROUP AG 295000.0 240446.17 CORP Long
000000000 000000000 Morgan Stanley -48.0 -33137.56 CORP N/A
000000000 000000000 Morgan Stanley 8.0 1350.88 CORP N/A
000000000 000000000 JPMorgan -1.0 949.04 CORP N/A
000000000 000000000 JPMorgan 2.0 -8841.92 CORP N/A
000000000 000000000 Goldman Sachs -2.0 1230.28 CORP N/A
000000000 000000000 Morgan Stanley -2.0 319.47 CORP N/A
000000000 000000000 Morgan Stanley -8.0 -3682.95 CORP N/A
000000000 000000000 Goldman Sachs -1.0 587.64 CORP N/A
225401BB3 225401BB3 UBS GROUP AG 995000.0 1178690.3 CORP Long
22822VAX9 22822VAX9 CROWN CASTLE INC 65000.0 43845.1 CORP Long
000000000 000000000 CIBC -468506.19 2855.51 CORP N/A
000000000 000000000 CIBC -2261422.07 -14362.91 CORP N/A
000000000 000000000 CIBC -987266.23 1186.92 CORP N/A
000000000 000000000 CIBC -8068487.34 -72468.03 CORP N/A
233046AK7 233046AK7 DB MASTER FINANCE LLC DNKN_19-1A 181925.0 172129.98 CORP Long
233293AR0 233293AR0 DPL INC 370000.0 357126.01 CORP Long
000000000 000000000 CIBC 1124296.23 13653.68 CORP N/A
000000000 000000000 JPMorgan -3999992.08 86645.51 CORP N/A
000000000 000000000 JPMorgan -3599992.76 7959.32 CORP N/A
000000000 000000000 JPMorgan -1499996.97 -3573.11 CORP N/A
000000000 000000000 JPMorgan -1694253.31 36422.63 CORP N/A
000000000 000000000 JPMorgan -448274.01 5173.39 CORP N/A
432833AF8 432833AF8 HILTON DOMESTIC OPERATING COMPANY INC 351000.0 330178.33 CORP Long
432833AN1 432833AN1 HILTON DOMESTIC OPERATING COMPANY INC 323000.0 271314.13 CORP Long
43731QAC2 43731QAC2 HOME PARTNERS OF AMERICA TRUST HPA_19-1 78846.05 72417.75 CORP Long
44107TAY2 44107TAY2 HOST HOTELS & RESORTS LP 315000.0 270291.22 CORP Long
44107TAZ9 44107TAZ9 HOST HOTELS & RESORTS LP 115000.0 98231.77 CORP Long
44328BAB4 44328BAB4 HSI ASSET SECURITIZATION HASC_06 1172693.47 459976.11 CORP Long
44409MAA4 44409MAA4 HUDSON PACIFIC PROPERTIES LP 225000.0 176953.88 CORP Long
44409MAB2 44409MAB2 HUDSON PACIFIC PROPERTIES LP 50000.0 37637.02 CORP Long
44409MAC0 44409MAC0 HUDSON PACIFIC PROPERTIES LP 70000.0 46592.86 CORP Long
54251YAD0 54251YAD0 LBMLT_06-10 1813662.65 539956.03 CORP Long
54627RAT7 54627RAT7 LOUISIANA LOCAL GOVERNMENT ENVIRONMENT FACILITIES AND COMMUNITY 210000.0 207323.51 MUN Long
55292WAA8 55292WAA8 MC BRAZIL DOWNSTREAM TRADING SARL 212575.85 161145.95 CORP Long
552953CH2 552953CH2 MGM RESORTS INTERNATIONAL 20000.0 18504.53 CORP Long
55354GAK6 55354GAK6 MSCI INC 745000.0 649369.16 CORP Long
55354GAL4 55354GAL4 MSCI INC 275000.0 240153.36 CORP Long
55354GAM2 55354GAM2 MSCI INC 345000.0 293578.3 CORP Long
55354GAQ3 55354GAQ3 MSCI INC 90000.0 71924.8 CORP Long
55903VBD4 55903VBD4 WARNERMEDIA HOLDINGS INC 305000.0 251934.92 CORP Long
55903VBE2 55903VBE2 WARNERMEDIA HOLDINGS INC 813000.0 649743.5 CORP Long
55916AAB0 55916AAB0 MICHAELS COMPANIES INC 366000.0 207676.63 CORP Long
56035DBQ4 56035DBQ4 MAIN STREET NATURAL GAS INC GA 45000.0 47622.02 MUN Long
566007AC4 566007AC4 MARB BONDCO PLC 200000.0 154408.95 CORP Long
57164YAE7 57164YAE7 MARRIOTT VACATIONS WORLDWIDE CORP 185000.0 152625.0 CORP Long
57563RTM1 57563RTM1 MASSACHUSETTS EDL FING AUTH 235000.0 230676.82 MUN Long
575718AG6 575718AG6 MA INSTITUTE OF TECH 370000.0 253411.69 CORP Long
57582RYY6 57582RYY6 MASSACHUSETTS (COMMONWEALTH OF) 375000.0 253805.36 MUN Long
57584YVQ9 57584YVQ9 MASSACHUSETTS ST DEV FIN AGY 35000.0 36472.0 MUN Long
576000ZW6 576000ZW6 MASSACHUSETTS SCHOOL BUILDING AUTHORITY 75000.0 51735.68 MUN Long
576051VR4 576051VR4 MASSACHUSETTS ST WTR RES AUTH 225000.0 176160.76 MUN Long
57643LKB1 57643LKB1 MABS_05-WF1 672399.98 665035.45 CORP Long
57665RAL0 57665RAL0 MATCH GROUP HOLDINGS II LLC 150000.0 130527.12 CORP Long
577088AA5 577088AA5 H-FOOD HOLDINGS LLC 145000.0 30987.15 CORP Long
63875DAC5 63875DAC5 NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC 937398.1 9893.77 CORP Long
718286CJ4 718286CJ4 PHILIPPINES (REPUBLIC OF) 300000.0 257635.33 NUSS Long
71951QAC6 71951QAC6 PHYSICIANS REALTY LP 95000.0 75079.72 CORP Long
721283AB5 721283AB5 PIKE CORP 85000.0 85925.29 CORP Long
72147KAJ7 72147KAJ7 PILGRIMS PRIDE CORP 150000.0 129904.87 CORP Long
72147KAL2 72147KAL2 PILGRIMS PRIDE CORP 200000.0 204554.69 CORP Long
72584DAF1 72584DAF1 KFC HOLDING CO 74.61 74.44 CORP Long
731011AV4 731011AV4 POLAND (REPUBLIC OF) 155000.0 150350.89 NUSS Long
733174AL0 733174AL0 POPULAR INC 215000.0 215203.71 CORP Long
737446AN4 737446AN4 POST HOLDINGS INC 515000.0 501068.63 CORP Long
737446AP9 737446AP9 POST HOLDINGS INC 225000.0 211614.16 CORP Long
737446AR5 737446AR5 POST HOLDINGS INC 65000.0 56592.68 CORP Long
74052HAB0 74052HAB0 PREMIER ENTERTAINMENT SUB LLC 159000.0 113065.25 CORP Long
740816AP8 740816AP8 PRESIDENT AND FELLOWS OF HARVARD 505000.0 315296.8 CORP Long
74112BAM7 74112BAM7 PRESTIGE BRANDS INC 207000.0 172622.59 CORP Long
74165HAB4 74165HAB4 PRIME HEALTHCARE SERVICES INC 187000.0 176425.61 CORP Long
74333QAJ4 74333QAJ4 PROGRESS RESIDENTIAL TRUST PROG_21-SFR9 910000.0 728397.22 CORP Long
74445PAE2 74445PAE2 INDONESIA ASAHAN ALUMINIUM PERSERO PT 485000.0 476493.8 NUSS Long
74727PBB6 74727PBB6 QATAR (STATE OF) 280000.0 249628.76 NUSS Long
74730DAC7 74730DAC7 QATAR ENERGY 465000.0 381410.94 NUSS Long
748148SE4 748148SE4 QUEBEC (PROVINCE OF) 221000.0 215751.72 MUN Long
74922AAA5 74922AAA5 RESIDENTIAL ACCREDIT LOANS INC RALI_07-QH6 289806.03 262290.28 CORP Long
74922MAC5 74922MAC5 RESIDENTIAL ACCREDIT LOANS RALI_06-QA6 299802.077 274687.48 CORP Long
78413MAE8 78413MAE8 SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE 35000.0 24917.52 CORP Long
78413MAN8 78413MAN8 SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE 345000.0 197024.6 CORP Long
78432YAA7 78432YAA7 SG CAPITAL PARTNERS SGR_21-2 877082.01 678681.06 CORP Long
78442GND4 78442GND4 SLM STUDENT LOAN TRUST 2004-10 284096.45 262190.97 CORP Long
784442AD7 784442AD7 SLMA_08-2 740000.0 684654.36 CORP Long
78445AAD8 78445AAD8 SLMA_08-4 214728.59 214362.35 CORP Long
78445FAE5 78445FAE5 SLM STUDENT LOAN TRUST SLMA_08-7 500000.0 459517.1 CORP Long
78446WAC1 78446WAC1 SLMA_12-1 325720.86 312659.65 CORP Long
78447KAD4 78447KAD4 SLM STUDENT LOAN TRUST SLMA_12-7 550000.0 503559.54 CORP Long
78457JAN2 78457JAN2 STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI 350000.0 327166.67 CORP Long
78485WAC3 78485WAC3 STARWOOD COMMERICAL MORTGAGE TRUST STWD_19-FL1 398000.0 384138.06 CORP Long
78520EAA4 78520EAA4 SABEY DATA CENTERS SDCP_20-1 470000.0 449769.23 CORP Long
89177XAD9 89177XAD9 TOWD POINT MORTGAGE TRUST TPMT_19-HY3 650000.0 635910.86 CORP Long
89352HAM1 89352HAM1 TRANSCANADA PIPELINES LTD 5000.0 4529.42 CORP Long
89352HBA6 89352HBA6 TRANSCANADA PIPELINES LTD 635000.0 585042.54 CORP Long
893574AP8 893574AP8 TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC 80000.0 70641.52 CORP Long
893647BR7 893647BR7 TRANSDIGM INC 260000.0 260806.74 CORP Long
893647BT3 893647BT3 TRANSDIGM INC 541000.0 550508.74 CORP Long
89376VAA8 89376VAA8 TRANSMONTAIGNE PARTNERS LLC 139000.0 121249.96 CORP Long
894164AA0 894164AA0 TRAVEL + LEISURE CO 380000.0 327175.61 CORP Long
89613FAE8 89613FAE8 TRICON AMERICAN HOMES TAH_17-SFR2 375000.0 373050.3 CORP Long
89680EAA7 89680EAA7 TRITON WATER HOLDINGS INC 355000.0 303985.74 CORP Long
89686QAA4 89686QAA4 TRIVIUM PACKAGING FINANCE BV 140000.0 134669.52 CORP Long
902055AN2 902055AN2 LIBERTY STREET TRUST LBTY_16-225 5000000.0 79514.5 CORP Long
91282CFF3 91282CFF3 UNITED STATES TREASURY 1725000.0 1524199.22 UST Long
91282CGM7 91282CGM7 UNITED STATES TREASURY 1390000.0 1300084.38 UST Long
91282CHV6 91282CHV6 UNITED STATES TREASURY 455000.0 456404.1 UST Long
91282CJA0 91282CJA0 UNITED STATES TREASURY 431000.0 436791.56 UST Long
91282CJF9 91282CJF9 UNITED STATES TREASURY 1065000.0 1091625.0 UST Long
91282CJN2 91282CJN2 UNITED STATES TREASURY 300000.0 301242.19 UST Long
914639KY4 914639KY4 UNIVERSITY NEB FACS CORP 90000.0 64171.5 MUN Long
91514AKD6 91514AKD6 UNIVERSITY OF TEXAS SYSTEM 755000.0 461807.45 MUN Long
915217XF5 915217XF5 UNIVERSITY OF VIRGINIA 560000.0 324135.22 MUN Long
91523NWR3 91523NWR3 UNIVERSITY OF WASHINGTON 230000.0 157450.32 MUN Long
91835RAE0 91835RAE0 VMC FINANCE LLC VMC_21-FL4 299000.0 271433.58 CORP Long
91838PAA9 91838PAA9 VT TOPCO INC 175000.0 179153.26 CORP Long
91845AAA3 91845AAA3 VZ SECURED FINANCING BV 340000.0 278346.63 CORP Long
92212KAB2 92212KAB2 VANTAGE DATA CENTERS ISSUER LLC VDC_20-1 395000.0 361250.37 CORP Long
92212WAD2 92212WAD2 VAR ENERGI ASA 200000.0 207460.17 CORP Long
92328MAA1 92328MAA1 VENTURE GLOBAL CALCASIEU PASS LLC 206000.0 180926.32 CORP Long
92332YAC5 92332YAC5 VENTURE GLOBAL LNG INC 170000.0 175573.74 CORP Long
924922AC1 924922AC1 VERUS SECURITIZATION TRUST VERUS_22-8 90006.13 88486.94 CORP Long
92538NAB3 92538NAB3 VERUS SECURITIZATION TRUST VERUS_22-4 159528.8 148625.44 CORP Long
92538WAA5 92538WAA5 VERUS SECURITIZATION TRUST VERUS_22-1 150723.81 131015.86 CORP Long
92539JAA3 92539JAA3 VERUS SECURITIZATION TRUST VERUS_22-INV1 288114.51 279236.61 CORP Long
000000000 000000000 SINGAPORE (REPUBLIC OF) 495000.0 382807.23 NUSS Long
000000000 000000000 KOREA (REPUBLIC OF) 1604270000.0 1202273.15 NUSS Long
000000000 000000000 INTER-AMERICAN DEV BANK 138000.0 87593.61 CORP Long
000000000 000000000 KOREA (REPUBLIC OF) 232900000.0 178582.16 NUSS Long
000000000 000000000 GUATEMALA REPUBLIC OF (GOVERNMENT) 200000.0 186105.12 NUSS Long
000000000 000000000 GACI FIRST INVESTMENT CO 200000.0 200073.71 NUSS Long
000000000 000000000 AUSTRIA (REPUBLIC OF) 485000.0 523046.11 NUSS Long
000000000 000000000 KOREA (REPUBLIC OF) 679000000.0 515674.18 NUSS Long
000000000 000000000 FINLAND (REPUBLIC OF) 445000.0 483768.12 NUSS Long
000000000 000000000 INTL BANK FOR RECONSTRUCT 740000.0 452652.23 CORP Long
000000000 000000000 SUNAC CHINA HOLDINGS LTD 17586.0 2792.58 CORP Long
911365BQ6 911365BQ6 UNITED RENTALS (NORTH AMERICA) INC 300000.0 299513.75 CORP Long
912797GQ4 912797GQ4 UNITED STATES TREASURY 8395000.0 8276878.49 UST Long
912810QY7 912810QY7 UNITED STATES TREASURY 590000.0 444343.75 UST Long
912810SF6 912810SF6 UNITED STATES TREASURY 2465000.0 1858378.91 UST Long
912810SL3 912810SL3 UNITED STATES TREASURY 1493000.0 902798.44 UST Long
912810TF5 912810TF5 UNITED STATES TREASURY 655000.0 466585.16 UST Long
912810TJ7 912810TJ7 UNITED STATES TREASURY 550000.0 415164.06 UST Long
912810TN8 912810TN8 UNITED STATES TREASURY 1100000.0 939125.0 UST Long
912828Z78 912828Z78 UNITED STATES TREASURY 1485000.0 1357962.9 UST Long
91282CBQ3 91282CBQ3 UNITED STATES TREASURY 355000.0 324187.11 UST Long
91282CDY4 91282CDY4 UNITED STATES TREASURY 396000.0 328803.75 UST Long
91282CEP2 91282CEP2 UNITED STATES TREASURY 3870000.0 3465464.06 UST Long
91282CET4 91282CET4 UNITED STATES TREASURY 345000.0 325108.59 UST Long
000000000 000000000 MALAYSIA (GOVERNMENT OF) 1488000.0 317650.34 NUSS Long
000000000 000000000 Morgan Stanley -1.0 -1007.69 CORP N/A
000000000 000000000 JPMorgan -2.0 1841.4 CORP N/A
000000000 000000000 MALAYSIA (GOVERNMENT OF) 970000.0 209554.4 NUSS Long
000000000 000000000 NK KAZMUNAYGAZ AO 215000.0 202391.16 NUSS Long
000000000 000000000 TELE COLUMBUS AG 100000.0 70752.5 CORP Long
000000000 000000000 AMERICAN TOWER CORP 100000.0 103595.73 CORP Long
000000000 000000000 GOLDMAN SACHS GROUP INC/THE 218000.0 220327.18 CORP Long
000000000 000000000 FIDELITY NATIONAL INFORMATION SE 370000.0 372538.54 CORP Long
000000000 000000000 BERK HATH FIN 250000.0 217577.92 CORP Long
000000000 000000000 FISERV INC 100000.0 99728.08 CORP Long
000000000 000000000 DH EUROPE FINANCE II SARL 515000.0 494831.98 CORP Long
000000000 000000000 KOREA (REPUBLIC OF) 161100000.0 110268.53 NUSS Long
000000000 000000000 NEW SOUTH WALES TREASURY CORPORATION 330000.0 209418.25 MUN Long
000000000 000000000 FIDELITY NATIONAL INFORMATION SE 100000.0 95246.53 CORP Long
000000000 000000000 INTL BANK FOR RECONSTRUCT 470000.0 335559.84 CORP Long
000000000 000000000 SUNAC CHINA HOLDINGS LTD 35173.0 4336.35 CORP Long
000000000 000000000 SUNAC CHINA HOLDINGS LTD 17586.0 2520.51 CORP Long
000000000 000000000 BERKSHIRE HATHAWAY INC 445000.0 462685.75 CORP Long
000000000 000000000 CELLNEX TELECOM SA 100000.0 96395.51 CORP Long
000000000 000000000 INTERNATIONAL FINANCE CORP 592000.0 333856.92 CORP Long
000000000 000000000 ASIAN INFRASTRUCTURE INVESTMENT BANK 245000.0 281002.64 CORP Long
000000000 000000000 SUNAC CHINA HOLDINGS LTD 52759.0 5540.9 CORP Long
000000000 000000000 MALAYSIA (GOVERNMENT OF) 1280000.0 275573.42 NUSS Long
000000000 000000000 FORD MOTOR CREDIT COMPANY LLC 100000.0 123906.4 CORP Long
000000000 000000000 UNITED AIRLINES INC 465764.29 465233.32 CORP Long
000000000 000000000 Barclays 26902962.69 -18528.05 CORP N/A
000000000 000000000 Barclays -898167.33 8401.43 CORP N/A
000000000 000000000 INDONESIA (REPUBLIC OF) 7840000000.0 497308.59 NUSS Long
000000000 000000000 Barclays 632892.15 11238.64 CORP N/A
000000000 000000000 Barclays -842247.44 -14532.38 CORP N/A
000000000 000000000 Barclays 150000.0 -555.11 CORP N/A
000000000 000000000 Barclays 567407.87 8540.49 CORP N/A
000000000 000000000 BMO Capital Markets Corp. -28915939.0 2065.06 CORP N/A
000000000 000000000 Barclays -81776669.0 -4451.82 CORP N/A
000000000 000000000 Barclays -9798498.75 -6838.08 CORP N/A
000000000 000000000 Barclays 1418847.0 19265.4 CORP N/A
000000000 000000000 Barclays 977970.66 -2726.19 CORP N/A
000000000 000000000 NEW SOUTH WALES TREASURY CORPORATION 790000.0 400686.74 MUN Long
000000000 000000000 SUNAC CHINA HOLDINGS LTD 21739.0 2150.64 CORP Long
000000000 000000000 Barclays -999318.83 -5401.91 CORP N/A
000000000 000000000 Goldman Sachs -2.0 -1138.4 CORP N/A
000000000 000000000 EUROPEAN FINANCIAL STABILITY FACILITY 315000.0 323926.37 CORP Long
000000000 000000000 STH AUSTRALIAN GOVT FIN AUTH 305000.0 185293.92 MUN Long
000000000 000000000 NEW ZEALAND (GOVERNMENT OF) 1025000.0 617179.05 NUSS Long
000000000 000000000 NORDIC INVESTMENT BANK 1480000.0 132846.35 CORP Long
000000000 000000000 Goldman Sachs -1.0 201.8 CORP N/A
000000000 000000000 Morgan Stanley -24.0 -30544.0 CORP N/A
000000000 000000000 JAPAN (GOVERNMENT OF) 91650000.0 619235.36 NUSS Long
000000000 000000000 PHILIPPINES (REPUBLIC OF) 14640000.0 264375.97 NUSS Long
000000000 000000000 Goldman Sachs -2.0 379.6 CORP N/A
000000000 000000000 Goldman Sachs -3.0 -984.6 CORP N/A
000000000 000000000 NEW ZEALAND (GOVERNMENT OF) 620000.0 342483.27 NUSS Long
000000000 000000000 ISRAEL ELECTRIC CORP LTD 200000.0 163216.39 NUSS Long
000000000 000000000 INDONESIA (REPUBLIC OF) 1504000000.0 92770.09 NUSS Long
000000000 000000000 EUROPEAN INVESTMENT BANK 470000.0 412747.19 CORP Long
000000000 000000000 INTL BANK FOR RECONSTRUCT 1410000.0 122518.55 CORP Long
000000000 000000000 INTERNATIONAL DEVELOPMENT ASSOCIATION 900000.0 77587.19 CORP Long
000000000 000000000 INDONESIA (REPUBLIC OF) 100000.0 82089.1 NUSS Long
000000000 000000000 GERMANY (FEDERAL REPUBLIC OF) 310000.0 286076.69 NUSS Long
000000000 000000000 KOMMUNALBANKEN AS 280000.0 183476.27 NUSS Long
000000000 000000000 INDONESIA (REPUBLIC OF) 11991000000.0 765215.93 NUSS Long
000000000 000000000 AMERICAN TOWER CORP 100000.0 94707.81 CORP Long
000000000 000000000 GOLDMAN SACHS GROUP INC/THE 15000.0 14160.76 CORP Long
000000000 000000000 SINGAPORE AIRLINES LTD 200000.0 183920.29 CORP Long
000000000 000000000 JPMorgan 3.0 -315.8 CORP N/A
000000000 000000000 Morgan Stanley 56.0 -12500.54 CORP N/A
000000000 000000000 PHILIPPINES (REPUBLIC OF) 20280000.0 379751.77 NUSS Long
000000000 000000000 INDIA (REPUBLIC OF) 7990000.0 88995.15 NUSS Long
000000000 000000000 WESTERN AUSTRALIAN TREASURY CORPORATION 590000.0 317530.41 MUN Long
000000000 000000000 MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 16590000.0 842956.13 NUSS Long
000000000 000000000 SUNAC CHINA HOLDINGS LTD 52759.0 5002.46 CORP Long
000000000 000000000 NORWAY (KINGDOM OF) 4615000.0 382234.2 NUSS Long
000000000 000000000 HUNGARY (GOVERNMENT) 200000.0 154077.72 NUSS Long
000000000 000000000 SUNAC CHINA HOLDINGS LTD 24786.0 2219.64 CORP Long
000000000 000000000 JPMorgan 1.0 -206.38 CORP N/A
000000000 000000000 QUEENSLAND TREASURY CORPORATION 375000.0 247150.4 MUN Long
000000000 000000000 Morgan Stanley 5.0 1308.15 CORP N/A
000000000 000000000 Morgan Stanley 24.0 -1382.4 CORP N/A
000000000 000000000 INDIA (REPUBLIC OF) 13230000.0 157472.55 NUSS Long
000000000 000000000 UNITED KINGDOM (GOVERNMENT OF) 280000.0 355197.21 NUSS Long
000000000 000000000 GERMANY (FEDERAL REPUBLIC OF) 130000.0 152321.44 NUSS Long
000000000 000000000 Goldman Sachs -40.0 -38981.32 CORP N/A
000000000 000000000 NORWAY (KINGDOM OF) 5255000.0 471689.25 NUSS Long
000000000 000000000 KFW 620000.0 55557.49 NUSS Long
000000000 000000000 NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD 295000.0 193531.46 MUN Long
000000000 000000000 INTER-AMERICAN DEV BANK 330000.0 210450.73 CORP Long
000000000 000000000 Citi 1401309.79 7184.01 CORP N/A
000000000 000000000 Citi -948631.73 5880.07 CORP N/A
000000000 000000000 Citi -3009416.79 -20548.58 CORP N/A
000000000 000000000 Citi -9000.0 45.14 CORP N/A
000000000 000000000 Citi -62500.0 -2047.62 CORP N/A
000000000 000000000 JPMorgan 400000.17 -8113.73 CORP N/A
000000000 000000000 JPMorgan 300000.0 -1862.41 CORP N/A
000000000 000000000 JPMorgan 100000.17 -476.25 CORP N/A
000000000 000000000 JPMorgan 300000.0 -539.83 CORP N/A
000000000 000000000 JPMorgan 100000.18 1059.63 CORP N/A
000000000 000000000 JPMorgan 200000.37 2336.82 CORP N/A
000000000 000000000 JPMorgan 100000.18 -1453.99 CORP N/A
000000000 000000000 JPMorgan 1604282.02 719.71 CORP N/A
000000000 000000000 JPMorgan 4757924.98 7677.17 CORP N/A
000000000 000000000 JPMorgan 129928.24 136.76 CORP N/A
000000000 000000000 JPMorgan 3600007.24 -14750.95 CORP N/A
000000000 000000000 JPMorgan 1200002.4 -11237.11 CORP N/A
000000000 000000000 JPMorgan 1605943.52 -28002.52 CORP N/A
000000000 000000000 JPMorgan -399999.31 3738.66 CORP N/A
00130H204 00130H204 AES CORP 5900.0 399312.0 CORP Long
000000000 000000000 JPMorgan -299999.48 460.82 CORP N/A
000000000 000000000 JPMorgan -199999.65 960.75 CORP N/A
00130HCC7 00130HCC7 AES CORP 35000.0 31127.38 CORP Long
00140NAN0 00140NAN0 AIMCO CLO LTD AIMCO_20-11A 400000.0 398792.4 CORP Long
001746AQ9 001746AQ9 AMERICAN MONEY MANAGEMENT CORPOR 600000.0 595588.2 CORP Long
00177LAC4 00177LAC4 AMERICAN MONEY MANAGEMENT CORPORATION AMMC_21-24 350000.0 346048.85 CORP Long
000000000 000000000 JPMorgan -99999.82 3529.17 CORP N/A
000000000 000000000 JPMorgan -199999.82 -2047.8 CORP N/A
000000000 000000000 JPMorgan -200000.0 -2297.47 CORP N/A
000000000 000000000 JPMorgan -199999.62 -190.73 CORP N/A
000000000 000000000 JPMorgan -199999.62 -269.08 CORP N/A
000000000 000000000 JPMorgan -6492110.71 -23647.08 CORP N/A
00206RMJ8 00206RMJ8 AT&T INC 77000.0 75843.78 CORP Long
00217LAC6 00217LAC6 AREIT CRE TRUST AREIT_19-CRE3 396757.23 392461.38 CORP Long
000000000 000000000 JPMorgan -203319.55 707.27 CORP N/A
000000000 000000000 JPMorgan -2.0 -825.21 CORP N/A
000000000 000000000 Goldman Sachs 15.0 83291.05 CORP N/A
000000000 000000000 Morgan Stanley 35.0 45143.19 CORP N/A
000000000 000000000 Goldman Sachs -2.0 -1952.86 CORP N/A
000000000 000000000 Morgan Stanley -1.0 -13947.63 CORP N/A
00253XAA9 00253XAA9 AADVANTAGE LOYALTY IP LTD 358333.33 352797.45 CORP Long
00253XAB7 00253XAB7 AADVANTAGE LOYALTY IP LTD 280000.0 268022.37 CORP Long
000000000 000000000 Goldman Sachs -5.0 7000.95 CORP N/A
000000000 000000000 Goldman Sachs -1.0 269.8 CORP N/A
000000000 000000000 JPMorgan -5.0 29720.78 CORP N/A
000000000 000000000 Citi 271.0 133968.01 CORP N/A
000000000 000000000 Goldman Sachs -73.0 -45703.9 CORP N/A
000000000 000000000 Morgan Stanley -114.0 -68137.58 CORP N/A
000000000 000000000 Citi -4445902.63 -45883.2 CORP N/A
000000000 000000000 Citi -163168698.0 -6289.88 CORP N/A
003CVR016 003CVR016 ABIOMED INC 15541.0 27196.75 CORP Long
00489LAF0 00489LAF0 ACRISURE LLC 120000.0 105384.17 CORP Long
00489LAH6 00489LAH6 ACRISURE LLC 80000.0 69197.0 CORP Long
05592LAC0 05592LAC0 BOCA COMMERCIAL MORTGAGE TRUST BOCA_22-BOCA 100000.0 98443.65 CORP Long
000000000 000000000 Goldman Sachs 1.0 802.05 CORP N/A
000000000 000000000 Goldman Sachs 1.0 2161.05 CORP N/A
056054AA7 056054AA7 BX COMMERCIAL MORTGAGE TRUST BX_19-XL 456354.9276 455214.22 CORP Long
05606FAA1 05606FAA1 BX TRUST BX_19-OC11 225000.0 192775.07 CORP Long
05608UAA6 05608UAA6 BX TRUST BX_22-GPA 495000.0 495463.96 CORP Long
05608UAJ7 05608UAJ7 BX TRUST BX_22-GPA 120000.0 120112.49 CORP Long
05609BAM1 05609BAM1 BX COMMERCIAL MORTGAGE TRUST BX_21-LBA 240000.0 228339.22 CORP Long
05609VAA3 05609VAA3 BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT 385000.0 373399.22 CORP Long
05609VAQ8 05609VAQ8 BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT 245000.0 229905.35 CORP Long
05609XAA9 05609XAA9 BX TRUST BX_22-CLS 150000.0 147436.47 CORP Long
085770AB1 085770AB1 BERRY GLOBAL INC 125000.0 122242.31 CORP Long
092113AW9 092113AW9 BLACK HILLS CORP 260000.0 259625.21 CORP Long
000000000 000000000 Goldman Sachs 1.0 430.55 CORP N/A
000000000 000000000 JPMorgan 6.0 23407.24 CORP N/A
09628VAQ7 09628VAQ7 BLUEMOUNTAIN CLO LTD BLUEM_16-3A 525000.0 521770.73 CORP Long
09629CAQ8 09629CAQ8 BLUEMOUNTAIN CLO LTD BLUEM_17-1A 375000.0 369339.75 CORP Long
000000000 000000000 Citi 486656.64 -1453.51 CORP N/A
000000000 000000000 Citi -5653766.24 -119948.1 CORP N/A
09629EAE1 09629EAE1 BLUEMOUNTAIN CLO LTD BLUEM_17-2A 500000.0 495278.0 CORP Long
097023CW3 097023CW3 BOEING CO 290000.0 282768.11 CORP Long
000000000 000000000 Citi -492221.86 1650.72 CORP N/A
000000000 000000000 Citi 1858635.75 10052.75 CORP N/A
000000000 000000000 Citi 4600.0 124.87 CORP N/A
000000000 000000000 Citi 410722.0 4534.51 CORP N/A
000000000 000000000 Citi 979491.94 21355.28 CORP N/A
000000000 000000000 Citi 991798.65 11884.03 CORP N/A
000000000 000000000 CIBC 2945786.65 38125.22 CORP N/A
D2R8H4FE4 D2R8H4FE4 GERMANY (FEDERAL REPUBLIC OF) 120000.0 97978.35 NUSS Long
097023CY9 097023CY9 BOEING CO 940000.0 931910.2 CORP Long
097023DE2 097023DE2 BOEING CO 300000.0 297655.93 CORP Long
000000000 000000000 JPMorgan -3.0 2933.4 CORP N/A
000000000 000000000 JPMorgan -399999.12 2914.01 CORP N/A
000000000 000000000 Morgan Stanley 21.0 65198.91 CORP N/A
000000000 000000000 Goldman Sachs 2.0 804.19 CORP N/A
10112RAY0 10112RAY0 BOSTON PROP 38000.0 34433.67 CORP Long
10554TAD7 10554TAD7 BRASKEM NETHERLANDS FINANCE BV 200000.0 164463.62 CORP Long
000000000 000000000 JPMorgan -260087.41 -736.55 CORP N/A
000000000 000000000 JPMorgan 4.0 6915.85 CORP N/A
105693AA3 105693AA3 BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-A 717275.27 689766.33 CORP Long
105756CC2 105756CC2 BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) 200000.0 178545.16 NUSS Long
000000000 000000000 JPMorgan -1.0 -552.53 CORP N/A
000000000 000000000 Goldman Sachs 4.0 -992.66 CORP N/A
000000000 000000000 JPMorgan 2.0 2337.91 CORP N/A
000000000 000000000 Goldman Sachs -1.0 -1407.15 CORP N/A
000000000 000000000 Morgan Stanley 15.0 12133.95 CORP N/A
000000000 000000000 Goldman Sachs -1.0 -1695.38 CORP N/A
000000000 000000000 JPMorgan 2.0 8.29 CORP N/A
000000000 000000000 Morgan Stanley -28.0 -4192.23 CORP N/A
106230AA3 106230AA3 BRAZOS SECURITIZATION LLC 183697.82 180365.13 CORP Long
106230AC9 106230AC9 BRAZOS SECURITIZATION LLC 200000.0 191114.66 CORP Long
000000000 000000000 Goldman Sachs 14.0 62699.98 CORP N/A
000000000 000000000 Morgan Stanley 28.0 93353.46 CORP N/A
000000000 000000000 JPMorgan -287229.02 2438.88 CORP N/A
000000000 000000000 JPMorgan 125000.0 579.85 CORP N/A
000000000 000000000 Goldman Sachs -131.0 -40164.79 CORP N/A
000000000 000000000 Morgan Stanley -298.0 -114132.36 CORP N/A
000000000 000000000 JPMorgan 2500000.0 2995.36 CORP N/A
000000000 000000000 JPMorgan 4100000.0 -74654.29 CORP N/A
000000000 000000000 JPMorgan 2.0 -926.9 CORP N/A
000000000 000000000 Goldman Sachs -1.0 -106.3 CORP N/A
000000000 000000000 JPMorgan 4.0 -3329.4 CORP N/A
000000000 000000000 Morgan Stanley 20.0 -21023.4 CORP N/A
11070TAM0 11070TAM0 BRITISH COLUMBIA PROVINCE OF 205000.0 195651.1 MUN Long
115117NJ8 115117NJ8 BROWARD CNTY FLA 20000.0 19919.44 MUN Long
000000000 000000000 JPMorgan 1.0 -157.2 CORP N/A
000000000 000000000 Goldman Sachs -2.0 -2632.04 CORP N/A
115236AF8 115236AF8 BROWN & BROWN INC 115000.0 95610.91 CORP Long
122017AC0 122017AC0 BURLINGTON STORES INC 235000.0 246337.3 CORP Long
12434FAA5 12434FAA5 BX COMMERCIAL MORTGAGE TRUST BX_21-CIP 115000.0 111824.88 CORP Long
12482HAA2 12482HAA2 CAMB COMMERCIAL MORTGAGE TRUST CAMB_19-LIFE 330000.0 327731.68 CORP Long
000000000 000000000 Goldman Sachs -1.0 2588.98 CORP N/A
000000000 000000000 JPMorgan -2.0 463.8 CORP N/A
000000000 000000000 JPMorgan -7125000.0 100670.09 CORP N/A
000000000 000000000 JPMorgan 3000000.0 -96326.51 CORP N/A
12511VAA6 12511VAA6 CDI ESCROW ISSUER INC 191000.0 179445.68 CORP Long
12513GBD0 12513GBD0 CDW LLC 35000.0 32973.79 CORP Long
000000000 000000000 JPMorgan -2.0 663.2 CORP N/A
000000000 000000000 JPMorgan -12.0 6965.62 CORP N/A
000000000 000000000 JPMorgan 200000.0 -1378.26 CORP N/A
000000000 000000000 JPMorgan 2800000.0 -27030.45 CORP N/A
000000000 000000000 Morgan Stanley -135.0 -44860.94 CORP N/A
000000000 000000000 JPMorgan 1.0 179.58 CORP N/A
000000000 000000000 JPMorgan -4.0 -5499.42 CORP N/A
000000000 000000000 JPMorgan 2.0 1015.47 CORP N/A
000000000 000000000 JPMorgan -84124266.8 -17081.35 CORP N/A
000000000 000000000 JPMorgan -1.0 -3111.43 CORP N/A
000000000 000000000 JPMorgan 1.0 1028.57 CORP N/A
000000000 000000000 JPMorgan -1.0 -1691.43 CORP N/A
000000000 000000000 JPMorgan -3.0 -2972.86 CORP N/A
000000000 000000000 JPMorgan 1.0 9088.57 CORP N/A
000000000 000000000 JPMorgan 2.0 382.52 CORP N/A
000000000 000000000 JPMorgan 6.0 33558.56 CORP N/A
000000000 000000000 JPMorgan 1.0 1435.87 CORP N/A
125488AC0 125488AC0 CIFC FUNDING LTD CIFC_23-2 450000.0 450000.0 CORP Long
195325DZ5 195325DZ5 COLOMBIA (REPUBLIC OF) 215000.0 161908.69 NUSS Long
19688LAA0 19688LAA0 COLT MORTGAGE LOAN TRUST COLT_22-5 168136.72 160435.13 CORP Long
19688NAA6 19688NAA6 COLT MORTGAGE LOAN TRUST COLT_23-1 441608.72 438406.22 CORP Long
000000000 000000000 JPMorgan 5.0 6422.62 CORP N/A
000000000 000000000 JPMorgan 1.0 -260.79 CORP N/A
19766H239 19766H239 COLUMBIA SHORT TERM CASH FUND 144274046.561 144245191.75 CORP Long
197677AJ6 197677AJ6 HCA-THE HEALTHCARE CO 115000.0 119604.91 CORP Long
000000000 000000000 Goldman Sachs 7.0 9741.84 CORP N/A
000000000 000000000 JPMorgan -16200000.0 -126221.57 CORP N/A
000000000 000000000 JPMorgan 3375000.0 -76178.98 CORP N/A
000000000 000000000 JPMorgan 3750000.0 -45275.05 CORP N/A
000000000 000000000 JPMorgan -200000.0 -447.38 CORP N/A
000000000 000000000 JPMorgan -200000.0 1573.93 CORP N/A
000000000 000000000 JPMorgan -5300000.0 -125583.5 CORP N/A
000000000 000000000 JPMorgan 8400000.0 42064.7 CORP N/A
000000000 000000000 JPMorgan 8000000.0 -10258.33 CORP N/A
000000000 000000000 JPMorgan 4500000.0 -18210.9 CORP N/A
000000000 000000000 JPMorgan -600000.0 -5479.73 CORP N/A
000000000 000000000 JPMorgan 11909934.0 -191.7 CORP N/A
000000000 000000000 JPMorgan 7157346.07 -64992.01 CORP N/A
000000000 000000000 JPMorgan 1544447489.0 -6897.98 CORP N/A
000000000 000000000 JPMorgan -2978527.17 14415.2 CORP N/A
000000000 000000000 JPMorgan -100000.0 -1157.12 CORP N/A
000000000 000000000 JPMorgan -2900000.0 88246.47 CORP N/A
000000000 000000000 JPMorgan -2700000.0 -3567.06 CORP N/A
19767QAQ8 19767QAQ8 HCA-THE HEALTHCARE CO 125000.0 128200.7 CORP Long
19828TAB2 19828TAB2 COLUMBIA PIPELINES OPERATING COMPANY LLC 65000.0 65654.83 CORP Long
000000000 000000000 JPMorgan -8200000.0 96374.59 CORP N/A
000000000 000000000 JPMorgan 81418198.81 14471.62 CORP N/A
200340AU1 200340AU1 COMERICA INCORPORATED 95000.0 86453.65 CORP Long
20049AAC2 20049AAC2 COMM MORTGAGE TRUST COMM_20-CBM 3134665.71 16526.9 CORP Long
000000000 000000000 JPMorgan 2300000.0 15042.29 CORP N/A
000000000 000000000 JPMorgan 1.0 36.05 CORP N/A
000000000 000000000 JPMorgan -1.0 -994.85 CORP N/A
000000000 000000000 Morgan Stanley -116.0 214070.15 CORP N/A
000000000 000000000 Goldman Sachs 4.0 20765.56 CORP N/A
000000000 000000000 Morgan Stanley 7.0 32567.43 CORP N/A
000000000 000000000 Goldman Sachs 2.0 7757.78 CORP N/A
000000000 000000000 JPMorgan -164.0 -40656.91 CORP N/A
000000000 000000000 JPMorgan 1.0 62.84 CORP N/A
000000000 000000000 JPMorgan 1.0 -267.74 CORP N/A
000000000 000000000 JPMorgan 7.0 -1198.44 CORP N/A
000000000 000000000 JPMorgan 2.0 -202.86 CORP N/A
203372AX5 203372AX5 COMMSCOPE INC 230000.0 144943.38 CORP Long
206CVR011 206CVR011 CONCERT PHARMACEUTICALS INC 173147.0 68722.04 CORP Long
000000000 000000000 JPMorgan 21.0 11627.05 CORP N/A
000000000 000000000 Goldman Sachs -6.0 2923.64 CORP N/A
000000000 000000000 Morgan Stanley -10.0 -2967.52 CORP N/A
000000000 000000000 Morgan Stanley 1518941.17 30024.09 CORP N/A
000000000 000000000 Goldman Sachs 2.0 5806.31 CORP N/A
20753AAA2 20753AAA2 FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R03 285000.0 298981.53 CORP Long
20753DAA6 20753DAA6 FANNIE MAE - CAS_22-R09 147118.69 149056.63 CORP Long
20753XAA2 20753XAA2 CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R03 19964.42 20179.41 CORP Long
20753XAB0 20753XAB0 CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R03 500000.0 519362.55 CORP Long
000000000 000000000 Goldman Sachs -64.0 -104789.8 CORP N/A
000000000 000000000 Morgan Stanley -40.0 -54418.53 CORP N/A
P3143NBP8 P3143NBP8 CORPORACION NACIONAL DEL COBRE DE CHILE 200000.0 186337.09 NUSS Long
000000000 000000000 JPMorgan -2.0 9576.7 CORP N/A
20753YCH3 20753YCH3 FANNIE MAE - CAS CAS 22-R04 35607.86 35843.11 CORP Long
20754DAB3 20754DAB3 FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_22-R05 645000.0 652802.76 CORP Long
000000000 000000000 Morgan Stanley -4.0 25243.96 CORP N/A
000000000 000000000 JPMorgan 2.0 477.8 CORP N/A
20754EAB1 20754EAB1 CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06 120000.0 121595.71 CORP Long
20754KAJ0 20754KAJ0 CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R02 80000.0 81850.74 CORP Long
000000000 000000000 Morgan Stanley 87.0 17542.72 CORP N/A
000000000 000000000 Morgan Stanley 75.0 -13150.67 CORP N/A
20754LAA7 20754LAA7 FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01 36721.36 36543.56 CORP Long
20754NAB1 20754NAB1 CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06 70684.33 72403.07 CORP Long
20774Y2C0 20774Y2C0 CONNECTICUT ST HEALTH & EDL FACS A 5000.0 5063.69 MUN Long
26210YAG1 26210YAG1 DROP MORTGAGE TRUST DROP_21-FILE 400000.0 338936.2 CORP Long
26246BAL8 26246BAL8 DRYDEN CLO LTD DRSLF_20-85A 800000.0 796300.8 CORP Long
26442RAD3 26442RAD3 DUKE ENERGY PROGRESS LLC 225000.0 178365.24 CORP Long
26442TAE7 26442TAE7 DUKE UNIVERSITY 228000.0 163141.97 CORP Long
26442UAQ7 26442UAQ7 DUKE ENERGY PROGRESS LLC 215000.0 213899.39 CORP Long
000000000 000000000 Goldman Sachs -1.0 -2726.76 CORP N/A
000000000 000000000 Morgan Stanley -1.0 27.28 CORP N/A
26884LAF6 26884LAF6 EQT CORP 69000.0 65139.74 CORP Long
26884LAN9 26884LAN9 EQT CORP 580000.0 503155.74 CORP Long
000000000 000000000 Morgan Stanley -5.0 -7383.16 CORP N/A
000000000 000000000 Morgan Stanley 1.0 1573.63 CORP N/A
000000000 000000000 JPMorgan -1.0 -99.58 CORP N/A
000000000 000000000 Goldman Sachs 1.0 2836.83 CORP N/A
000000000 000000000 JPMorgan 31.0 4290.39 CORP N/A
000000000 000000000 Morgan Stanley 11.0 238.79 CORP N/A
000000000 000000000 Morgan Stanley 70.0 -8753.46 CORP N/A
279158AJ8 279158AJ8 ECOPETROL SA 55000.0 38687.07 NUSS Long
279158AL3 279158AL3 ECOPETROL SA 50000.0 48348.63 NUSS Long
279158AN9 279158AN9 ECOPETROL SA 250000.0 236498.74 NUSS Long
279158AP4 279158AP4 ECOPETROL SA 105000.0 84359.84 NUSS Long
28035QAA0 28035QAA0 EDGEWELL PERSONAL CARE CO 94000.0 89898.67 CORP Long
29082KAA3 29082KAA3 EMBECTA CORP 270000.0 226859.14 CORP Long
290876AD3 290876AD3 EMERA INCORPORATED 485000.0 469521.76 CORP Long
29135LAJ9 29135LAJ9 ABU DHABI (EMIRATE OF) 200000.0 154266.42 NUSS Long
292505AD6 292505AD6 OVINTIV INC 360000.0 366314.86 CORP Long
292505AG9 292505AG9 OVINTIV INC 130000.0 127997.66 CORP Long
29250NAZ8 29250NAZ8 ENBRIDGE INC 395000.0 350946.7 CORP Long
29250NBT1 29250NBT1 ENBRIDGE INC 295000.0 295774.23 CORP Long
000000000 000000000 Morgan Stanley -77.0 -31395.45 CORP N/A
000000000 000000000 Goldman Sachs -42.0 -9121.19 CORP N/A
29261AAE0 29261AAE0 ENCOMPASS HEALTH CORP 165000.0 144943.05 CORP Long
29272WAD1 29272WAD1 ENERGIZER HOLDINGS INC 40000.0 34471.9 CORP Long
000000000 000000000 Goldman Sachs -1.0 -488.96 CORP N/A
000000000 000000000 Morgan Stanley 7.0 1775.33 CORP N/A
29272WAF6 29272WAF6 ENERGIZER HOLDINGS INC 150000.0 145710.22 CORP Long
29273RBF5 29273RBF5 ENERGY TRANSFER LP 310000.0 268809.81 CORP Long
000000000 000000000 JPMorgan 3.0 6020.05 CORP N/A
000000000 000000000 Standard Chartered 124189619.0 6785.03 CORP N/A
000000000 000000000 JPMorgan 4.0 22027.98 CORP N/A
000000000 000000000 Morgan Stanley 14.0 30699.12 CORP N/A
000000000 000000000 Citi 808000.0 41620.8 CORP N/A
000000000 000000000 JPMorgan 2.0 2731.35 CORP N/A
34461LAG9 34461LAG9 FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU 435810.0 418805.48 CORP Long
34461LAN4 34461LAN4 FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU 310000.0 295456.26 CORP Long
345370DA5 345370DA5 FORD MOTOR COMPANY 680000.0 542438.98 CORP Long
345397B51 345397B51 FORD MOTOR CREDIT COMPANY LLC 200000.0 174728.99 CORP Long
345397C27 345397C27 FORD MOTOR CREDIT COMPANY LLC 430000.0 410327.34 CORP Long
345397ZW6 345397ZW6 FORD MOTOR CREDIT COMPANY LLC 200000.0 190248.09 CORP Long
35564KE47 35564KE47 STRUCTURED AGENCY CREDIT RISK STACR_22-HQA3 130000.0 134033.42 CORP Long
35564KH36 35564KH36 STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6 151774.47 153246.3 CORP Long
35564KKY4 35564KKY4 FREDDIE MAC STACR REMIC TRUST STACR_21-DNA6 810000.0 801397.8 CORP Long
35564KL31 35564KL31 STRUCTURED AGENCY CREDIT RISK STACR_22-DNA7 120499.95 122137.28 CORP Long
35564KQC6 35564KQC6 FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1 550000.0 547988.98 CORP Long
35564KTB5 35564KTB5 STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1 280000.0 289713.2 CORP Long
35564KUW7 35564KUW7 FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3 129867.61 131232.49 CORP Long
35564KWS4 35564KWS4 FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4 290437.89 294053.32 CORP Long
000000000 000000000 JPMorgan -9.0 -22.17 CORP N/A
000000000 000000000 Morgan Stanley -35.0 2822.52 CORP N/A
000000000 000000000 Morgan Stanley -5.0 -22.84 CORP N/A
000000000 000000000 Morgan Stanley -21.0 1440.99 CORP N/A
000000000 000000000 Morgan Stanley -20.0 -6232.4 CORP N/A
000000000 000000000 RBC Capital Markets 700733.48 3640.4 CORP N/A
000000000 000000000 RBC Capital Markets -243652.0 -6299.86 CORP N/A
000000000 000000000 RBC Capital Markets 117217078.0 -14707.66 CORP N/A
000000000 000000000 RBC Capital Markets -2563038.77 6466.53 CORP N/A
000000000 000000000 JPMorgan 18.0 5049.44 CORP N/A
000000000 000000000 Morgan Stanley 3.0 455.87 CORP N/A
000000000 000000000 RBC Capital Markets -2796517.13 -8557.37 CORP N/A
000000000 000000000 RBC Capital Markets 474990.47 22385.3 CORP N/A
000000000 000000000 RBC Capital Markets -9232426.41 12506.76 CORP N/A
000000000 000000000 RBC Capital Markets 749036.03 5122.2 CORP N/A
000000000 000000000 TD Securities -182810.26 -2884.07 CORP N/A
000000000 000000000 JPMorgan 7.0 401.26 CORP N/A
000000000 000000000 Goldman Sachs 4.0 2150.76 CORP N/A
000000000 000000000 JPMorgan -3.0 49.99 CORP N/A
000000000 000000000 JPMorgan -1.0 148.39 CORP N/A
000000000 000000000 JPMorgan -1.0 228.57 CORP N/A
000000000 000000000 Morgan Stanley -177.0 -116811.36 CORP N/A
000000000 000000000 JPMorgan 12.0 1565.12 CORP N/A
000000000 000000000 JPMorgan 17.0 27551.0 CORP N/A
000000000 000000000 Goldman Sachs -1.0 -438.51 CORP N/A
000000000 000000000 Morgan Stanley 34.0 12536.38 CORP N/A
000000000 000000000 Goldman Sachs -81.0 -67534.73 CORP N/A
000000000 000000000 Goldman Sachs -1.0 -938.31 CORP N/A
000000000 000000000 Morgan Stanley -84.0 -47239.4 CORP N/A
000000000 000000000 UBS -707948.41 3825.31 CORP N/A
000000000 000000000 UBS 3840515.39 6198.62 CORP N/A
000000000 000000000 UBS 640342.02 -6093.66 CORP N/A
000000000 000000000 UBS -1008994.96 -13801.3 CORP N/A
000000000 000000000 UBS 1327445.8 17516.95 CORP N/A
000000000 000000000 UBS 1478968.66 50504.3 CORP N/A
000000000 000000000 UBS 8015217.73 17825.16 CORP N/A
000000000 000000000 Goldman Sachs -3.0 -18826.23 CORP N/A
000000000 000000000 Morgan Stanley -12.0 -51441.64 CORP N/A
000000000 000000000 Goldman Sachs -15.0 -23300.35 CORP N/A
000000000 000000000 JPMorgan -23.0 -13623.86 CORP N/A
000000000 000000000 Morgan Stanley -36.0 -32607.03 CORP N/A
000000000 000000000 Citi -129.0 -80339.04 CORP N/A
000000000 000000000 JPMorgan -33.0 -24154.68 CORP N/A
000000000 000000000 Morgan Stanley -59.0 -51259.23 CORP N/A
000000000 000000000 Goldman Sachs -3.0 6066.6 CORP N/A
000000000 000000000 JPMorgan 41.0 68169.99 CORP N/A
000000000 000000000 Morgan Stanley 55.0 18609.09 CORP N/A
000000000 000000000 Goldman Sachs -2.0 211.9 CORP N/A
000000000 000000000 JPMorgan -35.0 -49397.01 CORP N/A
000000000 000000000 Morgan Stanley -16.0 -22058.16 CORP N/A
000000000 000000000 Goldman Sachs 12.0 41020.2 CORP N/A
000000000 000000000 Morgan Stanley 25.0 80843.31 CORP N/A
000000000 000000000 HSBC -339463.0 -8488.85 CORP N/A
000000000 000000000 HSBC -1727373.36 11930.27 CORP N/A
000000000 000000000 HSBC 11519622.2 7930.85 CORP N/A
000000000 000000000 HSBC 6994671.43 -15507.4 CORP N/A
000000000 000000000 HSBC -449083.67 4438.15 CORP N/A
000000000 000000000 HSBC -1075399.53 -14957.59 CORP N/A
000000000 000000000 HSBC -118117589.0 2173.58 CORP N/A
000000000 000000000 HSBC 840743.0 2021.99 CORP N/A
000000000 000000000 HSBC -1506154.94 -9955.04 CORP N/A
000000000 000000000 HSBC 567269.94 8438.76 CORP N/A
000000000 000000000 HSBC 4021357.42 7716.55 CORP N/A
000000000 000000000 HSBC 989380.04 10072.09 CORP N/A
000000000 000000000 JPMorgan -800000.0 8881.14 CORP N/A
000000000 000000000 JPMorgan -400000.0 -1704.29 CORP N/A
000000000 000000000 JPMorgan 3525842.68 -5115.45 CORP N/A
000000000 000000000 JPMorgan -500000.0 7626.22 CORP N/A
000000000 000000000 JPMorgan 17039742.15 -10497.48 CORP N/A
000000000 000000000 JPMorgan -250000.0 -4231.36 CORP N/A
000000000 000000000 JPMorgan -1125000.0 2269.5 CORP N/A
000000000 000000000 JPMorgan 5400000.0 -67368.75 CORP N/A
000000000 000000000 JPMorgan -125000.0 -1647.58 CORP N/A
000000000 000000000 JPMorgan -62500.0 -1490.06 CORP N/A
000000000 000000000 JPMorgan 2300000.0 -91123.52 CORP N/A
000000000 000000000 JPMorgan 1722693.57 28273.77 CORP N/A
000000000 000000000 JPMorgan -32000000.0 16434.09 CORP N/A
000000000 000000000 JPMorgan 2800000.0 -71651.05 CORP N/A
000000000 000000000 JPMorgan -6300000.0 -178174.5 CORP N/A
000000000 000000000 JPMorgan 6375000.0 -121004.49 CORP N/A
000000000 000000000 JPMorgan 1000000.0 107.92 CORP N/A
000000000 000000000 JPMorgan 2800000.0 -61366.88 CORP N/A
000000000 000000000 JPMorgan -145463.54 1931.11 CORP N/A
000000000 000000000 JPMorgan 3018256.42 28733.13 CORP N/A
000000000 000000000 JPMorgan -4168436.86 114892.08 CORP N/A
000000000 000000000 JPMorgan -1900000.0 14912.61 CORP N/A
000000000 000000000 JPMorgan 4000000.0 -13930.26 CORP N/A
000000000 000000000 JPMorgan 3930814.49 98458.09 CORP N/A
000000000 000000000 JPMorgan 250000.0 8333.1 CORP N/A
000000000 000000000 JPMorgan -2200000.0 26704.36 CORP N/A
000000000 000000000 JPMorgan -100000.0 -250.54 CORP N/A
35564KWT2 35564KWT2 FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4 285000.0 295420.31 CORP Long
35671DBC8 35671DBC8 FREEPORT-MCMORAN INC 815000.0 731117.49 CORP Long
35671DBJ3 35671DBJ3 FREEPORT-MCMORAN INC 135000.0 127842.84 CORP Long
35671DCH6 35671DCH6 FREEPORT-MCMORAN INC 265000.0 246219.12 CORP Long
35729PMF4 35729PMF4 FHLT_05-D 680000.0 577537.74 CORP Long
35906ABF4 35906ABF4 FRONTIER COMMUNICATIONS HOLDINGS LLC 200000.0 179498.6 CORP Long
35906ABG2 35906ABG2 FRONTIER COMMUNICATIONS HOLDINGS LLC 118000.0 100123.69 CORP Long
35908MAE0 35908MAE0 FRONTIER COMMUNICATIONS HOLDINGS LLC 86000.0 84767.82 CORP Long
36167CAF3 36167CAF3 ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1 700000.0 497555.52 CORP Long
36170HAA8 36170HAA8 GCAT TRUST GCAT_22-NQM4 88937.0 87351.88 CORP Long
38378XDR9 38378XDR9 GOVERNMENT NATIONAL MORTGAGE ASS 1046651.4 6409.07 USGA Long
38380HJF0 38380HJF0 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-136 550232.57 115555.0 USGA Long
45824TBC8 45824TBC8 INTELSAT JACKSON HOLDINGS SA 88000.0 81588.99 CORP Long
45866FAN4 45866FAN4 INTERCONTINENTAL EXCHANGE INC 175000.0 133665.12 CORP Long
458ESCAB6 458ESCAB6 INTELSAT JACKSON HOLDINGS SA 362000.0 0.36 CORP Long
458ESCAC4 458ESCAC4 INTELSAT JACKSON HOLDINGS SA 248000.0 0.25 CORP Long
459058KF9 459058KF9 INTL BANK FOR RECONSTRUCT 150000.0 103083.79 CORP Long
459058KV4 459058KV4 INTL BANK FOR RECONSTRUCT 180000.0 134241.88 CORP Long
000000000 000000000 JPMorgan -12499976.45 -3660.95 CORP N/A
000000000 000000000 JPMorgan -599998.87 118.17 CORP N/A
459506AE1 459506AE1 INTERNATIONAL FLAVORS & FRAGRANCES INC 5000.0 3600.6 CORP Long
459506AL5 459506AL5 INTERNATIONAL FLAVORS & FRAGRANCES INC 180000.0 143966.56 CORP Long
459506AQ4 459506AQ4 INTERNATIONAL FLAVORS & FRAGRANCES INC 455000.0 361522.65 CORP Long
459506AR2 459506AR2 INTERNATIONAL FLAVORS & FRAGRANCES INC 5000.0 3368.47 CORP Long
459506AS0 459506AS0 INTERNATIONAL FLAVORS & FRAGRANCES INC 25000.0 15783.47 CORP Long
46117NAC6 46117NAC6 INTOWN MORTGAGE TRUST TOWN_22-STAY 150000.0 149934.41 CORP Long
46188BAC6 46188BAC6 INVITATION HOMES OPERATING PARTNERSHIP LP 190000.0 142981.78 CORP Long
46188BAF9 46188BAF9 INVITATION HOMES OPERATING PARTNERSHIP LP 60000.0 57316.4 CORP Long
465410CA4 465410CA4 ITALY (REPUBLIC OF) 200000.0 182831.99 NUSS Long
46590XAM8 46590XAM8 JBS USA LUX SA 400000.0 331022.48 CORP Long
46590XAU0 46590XAU0 JBS USA LUX SA 440000.0 360310.01 CORP Long
46590XAY2 46590XAY2 JBS USA LUX SA 170000.0 160762.59 CORP Long
000000000 000000000 JPMorgan -3999992.07 78960.53 CORP N/A
000000000 000000000 JPMorgan -3599992.8 39832.68 CORP N/A
46616MAA8 46616MAA8 321 HENDERSON RECEIVABLES LLC HENDR_10-3A 202518.98 201187.34 CORP Long
46620DAB0 46620DAB0 321 HENDERSON RECEIVABLES LLC HE 649930.73 572513.13 CORP Long
46626LFN5 46626LFN5 JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_06-FRE1 196577.95 191622.57 CORP Long
466275AB0 466275AB0 JPALT_07-S1 151161.77 142727.23 CORP Long
000000000 000000000 INTELSAT JACKSON HOLDINGS SA 612.0 0.0 CORP Long
000000000 000000000 INTELSAT JACKSON HOLDINGS SA 612.0 0.0 CORP Long
50190EAC8 50190EAC8 LCM INVESTMENTS HOLDINGS II LLC 88000.0 88708.1 CORP Long
50201DAD5 50201DAD5 LCPR SENIOR SECURED FINANCING DAC 200000.0 168636.41 CORP Long
505713AF4 505713AF4 LAD AUTO RECEIVABLES TRUST 2023-2 550000.0 537924.42 CORP Long
52475AAA2 52475AAA2 LEGACY MORTGAGE ASSET TRUST LMAT_20-GS2 574184.65 571689.82 CORP Long
52520MFB4 52520MFB4 LMT_06-1 519920.86 252215.84 CORP Long
525221HD2 525221HD2 LXS_06-2N 439007.47 369243.21 CORP Long
52523MAD2 52523MAD2 LEHMAN XS TRUST LXS_06-15 676020.4 600409.07 CORP Long
52523YAC8 52523YAC8 LEHMAN XS TRUST LXS_06-19 680404.05 590322.57 CORP Long
52525BAD4 52525BAD4 LEHMAN XS TRUST LXS_07-16N 498566.91 423251.5 CORP Long
529043AE1 529043AE1 LXP INDUSTRIAL TRUST 135000.0 107979.33 CORP Long
63875DAE1 63875DAE1 NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC 2665000.0 19770.3 CORP Long
63938EAC8 63938EAC8 NAVIENT CORP NAVSL_14-1 289693.12 279591.96 CORP Long
64110LAL0 64110LAL0 NETFLIX INC 285000.0 286357.19 CORP Long
649322AC8 649322AC8 NEW YORK AND PRESBYTERIAN HOSPITAL 390000.0 315975.34 CORP Long
651229AY2 651229AY2 NEWELL BRANDS INC 207000.0 165704.61 CORP Long
65249BAA7 65249BAA7 NEWS CORP 590000.0 524979.25 CORP Long
000000000 000000000 INTELSAT EMERGENCE SA 5865.0 154689.38 CORP Long
000000000 000000000 Morgan Stanley -15.0 10091.05 CORP N/A
65339F713 65339F713 NEXTERA ENERGY INC 16000.0 589280.0 CORP Long
65364UAS5 65364UAS5 NIAGARA MOHAWK PWR CORP 220000.0 209408.83 CORP Long
000000000 000000000 Goldman Sachs 3.0 -1132.63 CORP N/A
000000000 000000000 JPMorgan 9.0 -19079.8 CORP N/A
655867L31 655867L31 NORFOLK VA 105000.0 83221.9 MUN Long
658187JV2 658187JV2 NORTH CAROLINA AGRIC & TECHNICAL UNIV 35000.0 37272.88 MUN Long
67021CAM9 67021CAM9 NSTAR ELECTRIC CO 520000.0 490339.99 CORP Long
67098WAN1 67098WAN1 OAK HILL CREDIT PARTNERS OAKC_20-7A 475000.0 472621.2 CORP Long
000000000 000000000 Morgan Stanley 9.0 -23036.21 CORP N/A
000000000 000000000 JPMorgan 2.0 -4254.4 CORP N/A
671000AE7 671000AE7 OCP CLO LTD OCP_21-21A 300000.0 295998.6 CORP Long
688777AA9 688777AA9 OT MERGER CORP 267000.0 151402.65 CORP Long
000000000 000000000 JPMorgan 2.0 -3304.4 CORP N/A
000000000 000000000 JPMorgan 2.0 -3774.4 CORP N/A
000000000 000000000 Goldman Sachs -7.0 -5535.4 CORP N/A
000000000 000000000 Morgan Stanley -5.0 5251.74 CORP N/A
000000000 000000000 Morgan Stanley -8.0 -4484.73 CORP N/A
000000000 000000000 Goldman Sachs -1.0 -572.2 CORP N/A
000000000 000000000 Goldman Sachs -1.0 -872.2 CORP N/A
000000000 000000000 JPMorgan 1.0 -385.11 CORP N/A
693475BJ3 693475BJ3 PNC FINANCIAL SERVICES GROUP INC (THE) 65000.0 65138.31 CORP Long
693475BM6 693475BM6 PNC FINANCIAL SERVICES GROUP INC (THE) 310000.0 290546.77 CORP Long
000000000 000000000 JPMorgan 2.0 3681.78 CORP N/A
000000000 000000000 Morgan Stanley -2040593.79 -26841.73 CORP N/A
000000000 000000000 Morgan Stanley 2335751.7 14206.17 CORP N/A
000000000 000000000 Morgan Stanley 120686413.0 -17392.5 CORP N/A
693475BU8 693475BU8 PNC FINANCIAL SERVICES GROUP INC (THE) 255000.0 271017.3 CORP Long
693588AB1 693588AB1 PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_22-4 615000.0 545902.6 CORP Long
000000000 000000000 Morgan Stanley 652994.63 15473.36 CORP N/A
000000000 000000000 Morgan Stanley 1803176.22 29013.04 CORP N/A
69361JAA4 69361JAA4 PRKCM_21-AFC2 TRUST 1073359.55 865879.79 CORP Long
69370PAD3 69370PAD3 PERTAMINA PERSERO PT 200000.0 183565.39 NUSS Long
69370PAH4 69370PAH4 PERTAMINA PERSERO PT 200000.0 173680.58 NUSS Long
69377NAB5 69377NAB5 PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_22-RN2 720000.0 678782.52 CORP Long
69650MAY5 69650MAY5 PALM BEACH CNTY FLA HEALTH FACS AUTH 25000.0 24254.72 MUN Long
698299BK9 698299BK9 PANAMA REPUBLIC OF (GOVERNMENT) 200000.0 164494.89 NUSS Long
000000000 000000000 National Australia Bank -219591.1 -4897.93 CORP N/A
000000000 000000000 JPMorgan -13.0 62308.96 CORP N/A
70014LAB6 70014LAB6 Park Aerospace 63000.0 62826.19 CORP Long
70015QAC2 70015QAC2 PARK AVENUE INSTITUTIONAL ADVISERS CLO PAIA_21-1A 250000.0 246479.25 CORP Long
707569AV1 707569AV1 PENN ENTERTAINMENT INC 185000.0 154030.87 CORP Long
715638DF6 715638DF6 PERU (REPUBLIC OF) 150000.0 126583.29 NUSS Long
000000000 000000000 Morgan Stanley -64.0 176712.03 CORP N/A
000000000 000000000 JPMorgan -9.0 29565.6 CORP N/A
71567PAH3 71567PAH3 PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III 270000.0 263676.62 NUSS Long
71568PAC3 71568PAC3 PERUSAHAAN LISTRIK NEGARA (PERSERO) PT 485000.0 465182.94 NUSS Long
000000000 000000000 JPMorgan -2.0 3546.8 CORP N/A
000000000 000000000 JPMorgan -6.0 5410.4 CORP N/A
71654QCL4 71654QCL4 PETROLEOS MEXICANOS 19000.0 11221.97 NUSS Long
71677WAA0 71677WAA0 PETRORIO LUXEMBOURG TRADING SA 200000.0 194503.62 CORP Long
718286BM8 718286BM8 PHILIPPINES (REPUBLIC OF) 10000000.0 169039.66 NUSS Long
796253U91 796253U91 SAN ANTONIO TX 60000.0 60756.49 MUN Long
000000000 000000000 Goldman Sachs 6.0 37887.64 CORP N/A
000000000 000000000 JPMorgan 4.0 17440.73 CORP N/A
80281LAN5 80281LAN5 SANTANDER UK GROUP HOLDINGS PLC 300000.0 294974.94 CORP Long
86363LAB9 86363LAB9 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_07-4 773405.81 655422.68 CORP Long
000000000 000000000 JPMorgan 2.0 3909.63 CORP N/A
000000000 000000000 Morgan Stanley 9.0 4877.13 CORP N/A
86765LAT4 86765LAT4 SUNOCO LP 225000.0 205475.84 CORP Long
86765LAZ0 86765LAZ0 SUNOCO LP 47000.0 42287.25 CORP Long
000000000 000000000 Morgan Stanley 6.0 -4725.4 CORP N/A
000000000 000000000 JPMorgan 21.0 14851.25 CORP N/A
872480AA6 872480AA6 TRITON INTERNAL FINANCE TIF_20-1 163899.95 144070.3 CORP Long
000000000 000000000 Morgan Stanley -11.0 -52847.93 CORP N/A
000000000 000000000 Goldman Sachs 5.0 14337.85 CORP N/A
000000000 000000000 Morgan Stanley 21.0 54805.74 CORP N/A
000000000 000000000 Morgan Stanley -55.0 -150448.77 CORP N/A
000000000 000000000 Goldman Sachs 1.0 14647.75 CORP N/A
000000000 000000000 JPMorgan -38.0 -135110.11 CORP N/A
000000000 000000000 Morgan Stanley -22.0 -78568.42 CORP N/A
000000000 000000000 Morgan Stanley 22.0 1243.62 CORP N/A
000000000 000000000 Morgan Stanley 13.0 -31245.55 CORP N/A
000000000 000000000 JPMorgan 1.0 -1075.96 CORP N/A
000000000 000000000 JPMorgan 2.0 -1767.09 CORP N/A
000000000 000000000 JPMorgan 1.0 -1196.04 CORP N/A
000000000 000000000 Morgan Stanley 1.0 1440.94 CORP N/A
000000000 000000000 Goldman Sachs 9.0 -15499.8 CORP N/A
000000000 000000000 Goldman Sachs 5.0 -5761.0 CORP N/A
000000000 000000000 Morgan Stanley 38.0 -41491.42 CORP N/A
000000000 000000000 State Street 110000.0 5787.51 CORP N/A
000000000 000000000 State Street -825790.55 407.05 CORP N/A
000000000 000000000 State Street -563750.58 -5399.94 CORP N/A
000000000 000000000 State Street -792505.25 211.59 CORP N/A
000000000 000000000 State Street 223503.45 1217.52 CORP N/A
000000000 000000000 State Street -4202302.61 -82186.17 CORP N/A
000000000 000000000 State Street -4986771.17 3342.78 CORP N/A
000000000 000000000 State Street -3917252.22 -3748.89 CORP N/A
000000000 000000000 State Street -991403.19 528.22 CORP N/A
000000000 000000000 State Street -6875560.27 -73771.2 CORP N/A
000000000 000000000 State Street 4587137.49 29878.91 CORP N/A
000000000 000000000 State Street 147726.7 -1052.93 CORP N/A
000000000 000000000 State Street 1077500.0 29282.5 CORP N/A
000000000 000000000 State Street 82176376.0 7792.98 CORP N/A
000000000 000000000 State Street 7882595.67 9109.72 CORP N/A
000000000 000000000 State Street 1893223.54 26268.25 CORP N/A
000000000 000000000 Standard Chartered -148152.0 -715.08 CORP N/A
000000000 000000000 Standard Chartered 1109000.0 2985.45 CORP N/A
000000000 000000000 Standard Chartered 1077500.0 29044.91 CORP N/A
Y2R3MBAN5 Y2R3MBAN5 INDIA (REPUBLIC OF) 30330000.0 364988.19 NUSS Long
Y2R3MBQB4 Y2R3MBQB4 INDIA (REPUBLIC OF) 8560000.0 102200.21 NUSS Long
Y7277FV80 Y7277FV80 KOREA (REPUBLIC OF) 258380000.0 212522.22 NUSS Long
000000000 000000000 Morgan Stanley -161.0 -73329.36 CORP N/A
000000000 000000000 JPMorgan 1.0 -147.78 CORP N/A
000000000 000000000 Morgan Stanley 1.0 16.47 CORP N/A
000000000 000000000 Morgan Stanley 1.0 -718.63 CORP N/A
000000000 000000000 TOWD POINT MORTGAGE TRUST TPMT_1 900000.0 794793.24 CORP Long